In that prison beneath the dark waters of the ocean, the three angels were quiet and almost meditative. They could sense the chains around them loosening and the wards that kept them prisoner weakening further, promising an inevitable escape.
Each of them tried to build up their strength and reach for their power in preparation for the moment when the chains would become useless.
For them, the chains were the main problem standing between them and their freedom. The depth of the trench did not matter to them. As true immortals, even if Abaddon did not create a separate space and put them directly in the water, they would not die.
Rex was indeed a little soft-hearted. He created the space as a prison, but he also did not want them to have to be drowned in water repeatedly without the release of death.