There are 4 Shrine of Depths in Fontaine version 4.0, alongside 4 Fontaine Shrine of Depths Keys. Remember that you can get 2 Keys from the Statue of the Seven at Levels 2 and 4 (By offering Hydroculus). Another 2 Keys from the Fountain of Lucine at Levels 8 and 18 (By offering Hydro Sigils). Here is the guide for 85 Hydroculus for you to upgrade Statue of the Seven to Level 4.
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4 Fontaine Shrine of Depths in Genshin Impact 4.0
In Fontaine version 4.0, 3 of the Shrine of Depths are located at the surface (marked with red stars) while another 1 is underwater (marked with a blue star).
Shrine of Depths 1
➥ Teleport to Elynas waypoint (right below the writing) and head west. You can see the shrine even from afar so you won’t miss it.
Shrine of Depths 2
➥ Teleport to Echoes of the Deep Tides (Weapon Material) Domain and head southeast. The shrine is near a group of Hilichurl + Slime guarding a Remarkable Chest.
Shrine of Depths 3
➥ Teleport to Marcotte Station waypoint and keep walking northwest past the mountains until you see the shrine. Unfortunately, this one is pretty far away from any waypoint so you need to run for a long time.
Shrine of Depths 4
➥ Teleport to Elton Trench north waypoint (right above the writing) and dive south. The shrine is right below a shipwreck.