1. The OU permits Blue Marlin.
2. Because of the machlokes between R Belsky and R Shachter, the OU did not decide that NYC water needs to be filtered. Instead it published a fact sheet describing the metzius and the halachic considerations, and advised everyone to show it to their rov and ask for a psak. In restaurants under its supervision it requires filtering, but only as a matter of practical policy, not as a psak halacha.
3. The level of mercury that the FDA and EPA say you have to worry about is ridiculously low. There is no evidence whatsoever that any harm can result, even to pregnant women and their babies, from eating normal amounts of fish. The only known cases of mercury poisoning from fish happened in two bays in Japan, in the 1950s and ’60s, where mercury was being dumped into the water right in the fishing ground. Once it was realized that this is dangerous the practice stopped. The mercury level in the ocean, or in any fishing ground, is not nearly enough to cause any damage, even in pregnancy, unless you eat ridiculous amounts. I suppose if you live on nothing but fish, you might have cause for concern.