I'm a (surface) rescue swimmer in the Navy now, and can give you a couple of tips in regards to conditioning. I'm a relatively big guy (6'4", 195), but was 184 when I graduated Rescue Swimmer school. Your idea to gain weight is a good idea... all the super skinny guys suffered on both rescues and when subjected to the cold.
I followed a relatively simple training routine going in, with a 3 week strength-centric cycle, 4 week conditioning-centric cycle, and 3 week endurance centric cycle, and have the notes for each. I also successfully had a special programs contract going into the Navy.
Feel free to contact me if you want, just send a PM.