[Swan]

Now i know this may be a little naive, but you can use r'lyeh player underestimation of you to your advantage.

also r'lyeh mind blaster (maybe oceania's knights too, i'm not sure) are aquatic only, so if you are (really) desperate you can retreat on the land provinces to prepare a counter assault.
of course you will have no chance against a solid land nation, especially if you have just lost your capital, but the others water nations are worse than you when is time to fight on solid ground.