pjr, your pictures are good considering your new entry to dslr and shooting under LED lighting! It appears that you are using a Nikon D5100 with an 18.0-55.0 mm f/3.5-5.6 zoom lens, extended to the full 55mm range for most of the pictures, no flash used, and Metering Mode of pattern / multi-segment (5).

The first set of pictures with the fish were taken with the following settings (film speed, shutter speed, lens aperture:

FISH
#1 : ISO 800, 1/30 @ f/5.6 very good, especially with camera hand held at this low of shutter speed
#2 : ISO 1600, 1/60 @ f/5.3
#3 : ISO 1600, 1/125 @ f/5.6
#4 : ISO 1600, 1/125 @ f/5.6
#5 : ISO 1600, 1/125 @ f/5.6
CORALS:
#1 : ISO 1600, 1/60 @ f/5.6
#2 : ISO 400, 1/60 @ f/6.3

Some observations, comments and suggestions, mainly for shooting coral pictures (fish pictures have their own set of issues):

Some of the subjects in the fish pictures were either too dark or too bright due to the metering mode used. In other words, the camera metered the scene and averaged the lighting setting to get the best overall picture. If you want to get a perfect exposure on a single subject, you must narrow the focus point down from 5 segments to 1 segment.

The aperture setting of f/5.6 @ 55mm is the widest that the lens is capable of doing and has the shallowest of depth-of-field. I suspect that the camera selected the shutter speed and aperture settings automatically for you. To gain control on the depth-of-field (how much is in focus in the picture) I suggest using a tripod, set the camera MODE to A Aperture-priority auto where the user rotates command dial to choose aperture and the camera selects the shutter speed for best results. Set the aperture to f/8 or higher. Use a remote shutter release or the self timer to trip the shutter because the shutter speed will be really low and you can't hand hold the camera steady enough to get a clearly focused picture.

When shooting macros, the macro function on the camera only sets up the camera settings......it doesn't change the focal length of the lens on a dslr. Basically it will try to focus on a single item, set up the shutter speed, aperture and ISO balance to get a good picture. Your best bet is to use the manual focus or the Single-point AF setting where the user selects focus point using multi selector and the camera focuses on the subject in selected focus point only. This will control what you want in focus. Since the first coral picture did not have anything in really good focus, I suspect that camera shake was to blame or you were too close to the coral for the lens to focus. The lens can only focus to 11".

So, use a tripod, change the camera MODE to A (aperture priority), set the aperture to f/8 or f/11, either manual focus or use Single-Point AF, and trip the shutter with a remote or self-timer.

Try this out and post some pictures for additional comments.