Heterogeneous aquatic robot systems, consisting of ROVs, AUVs, ASVs, and UAVs, are vital for environmental exploration, monitoring, and task execution. This paper presents advancements in critical technologies within these systems, focusing on communication (underwater acoustic, radio, and optical), multi-sensor fusion, and collaborative navigation techniques. It reviews control strategies like deep reinforcement learning, end-to-end control, and large model-based methods, addressing autonomous decision-making and adaptability in complex environments. The paper also discusses energy management strategies for efficient storage, utilization, and recovery. Furthermore, it explores the ethical and environmental impacts of deploying such systems, emphasizing sustainability and minimizing ecological disruptions. Finally, case studies and applications in ocean exploration and environmental monitoring are highlighted, showcasing the real-world utility and future potential of heterogeneous aquatic robot systems. This work provides valuable insights into the technological, ethical, and practical considerations for developing these systems.