Deep-sea submersibles, often featuring a symmetrical design for hydrodynamic stability, operate as safety-critical systems in extreme environments, where the tight dynamic coupling between subsystems like hydraulics and propulsion creates complex failure modes that are challenging to diagnose. A localized fault in one system can propagate, inducing anomalous behavior in another and confounding conventional single-system monitoring approaches. This paper introduces a novel unsupervised anomaly detection framework, the Dual-Stream Coupled Autoencoder (DSC-AE), designed specifically to address this cross-system fault challenge. Our approach leverages a dual-encoder, single-decoder architecture that explicitly models the normal coupling relationship between the hydraulic and propulsion systems by forcing them into a shared latent representation. This architectural design establishes a holistic and accurate baseline of healthy, system-wide operation. Any deviation from this learned coupling manifold is robustly identified as an anomaly. We validate our model using real-world operational data from the deep-sea submersible, including curated test cases of intra-system and inter-system faults. Furthermore, we demonstrate that the proposed framework offers crucial diagnostic interpretability; by analyzing the model’s reconstruction error heatmaps, it is possible to trace fault origins and their subsequent propagation pathways, providing intuitive and actionable decision support for submersible operation and maintenance. This powerful diagnostic capability is substantiated by superior quantitative performance, where the DSC-AE significantly outperforms baseline methods in detecting propagated faults, achieving higher accuracy and recall, among other performance metrics.