You can do it without a TEG: https://sci-hub.se/10.1109/48.972077

Essentially you use a fluid which freezes at the bottom of the ocean and loses volume (some kind of paraffin)

And then you hook it up with some actuated valves and N2 accumulators so the volume change and energy harvesting happens "out of phase" - at the surface, you can deflate an external bladder and sink, and at the bottom, you use some stored energy to reinflate the bladder

With a large enough volume you get near infinite range, only have to pay for payload and any onboard electronics

this report has some more info on the absurd efficiency of thermal gliders: https://escholarship.org/content/qt1c28t6bb/qt1c28t6bb_noSpl...