dolphins in the us-
news.nationalgeographic.com/news/2013/08/130808-dolphin-deaths-virginia-east-coast-nation-animals/
There's no chemicals in the water, also if methane is a hydrocarbon, like parraffin, and you desolve methane in water and drink it, you would expect the same sort of reaction that you would get if you drank parraffin, lung liver and kidney problems, (before you say no only the larger molecules enter your bloodstream, I don't believe you). You can bet that when you test the water most of the methane has had time to leave the water.
But dolphins don't drink water - too saline, their moisture comes from their food.