Never heard of people swimming with dolphins here, turtles are hard to find as are sharks. Go to Oman or east UAE, plenty of turtles, etc. and maybe you wil get lucky with a dolphin.

You are lucky to see dolphins from a boat never mind in the water anyway...

The most i have seen of dolphins, trutles, porpoise or sea cow are the dead ones on the beaches.......

Best of luck.