I'm pretty relaxed about different parenting approaches, but any ONE of the things you mentioned would be an absolute deal breaker for me. Trust your instincts. This is not a question of "old style" parenting vs modern helicopter parenting. As a medical provider who counsels parents on childhood risks and safety, your parents have managed to hit upon all the highest risk behaviors and neglicences.
I too had one set of grandparents whom we felt should never be alone with our kids. It can be hard to negotiate the social and personal aspects of denying them what they want, but in this your obligations are to your children not your parents. There will be times that they pressure you and show their displeasure. Oh well, they are grown ups (theoretically) and will have to deal with it. Your children on the other hand are helpless and rely on you to protect them.
You're doing a great job and your protectiveness is NOT in anyway excessive. Don't let them gaslight you into believing them. Your father is in denial about risks of drowning and your mom sounds quite dysfunctional.
It can help in these situations to make up a little mantra you say to yourself when they pressure you. And a second mantra to say to them.
For example
to yourself: "my parents are dysfunctional and lack judgement in this area. It is reasonable and good to protect my children."
Out loud to your parents:
" I like to keep my children close. This kind of parenting works for me."
Don't mention to them that you'd love some free time. Look elsewhere for that kind of help.
What ever phrase you pick to say to your parents just repeat the same thing over and over again. Every time they ask or if they repeat themselves. You can throw in "I'm sorry if that upsets you but it is what works for me." But mostly just repeat your mantra. Eventually they will probably back off. And even if they don't you can be less anxious because you know what to say to them everytime the issue comes up.
Good luck and hang in there! Family stuff can be tuff.