White Balance?

[Reef Pilot]

I just got a new Olympus TG-2 camera and still learning how to use it. It can take underwater shots and has many different settings, incl Macro and Super Macro. I managed to get some half decent coral pics, and get the focus pretty close. But am trying to figure out the White Balance. I have LEDs, and they seem to show more purple in some pics. But with flash on, the pics come out differently, too. Here are a few examples. And am wondering what White Balance setting I need to choose to improve the pics with either flash on, or flash off.

Flash on. Colours are a little washed out.


Same coral, but with flash off. Colour is too blue/purple.


But with a naturally purple coral, colour is pretty accurate with flash off.