Make a new unit for the boss and in the object editor add animation tag "Swim" for all the unit object animation fields on it. It should pretty much play all the swim animations then. Check the demon hunter for examplage.
Forgot to mention - Amphibious movement will override the Animation Properties value (when it comes to the "swim" string). If you're still having problems, you must set the unit to 'Foot' movement type.
whether setting animation properties to 'swim' by object editor or by triggers, it seems that for this to work the unit's movement type must be amphibious as sophismata said.