They are not interchangeable, except in some cases the middle two could be used in the place of the other.
The water’s too deep - means it is deeper than it should be for some purpose. The water is too deep for you to be in because you can’t swim.
The water’s very deep.
The water’s so deep.
The main difference I can think of between these two is that so is more informal in a standalone sentence like that. The second one can be the beginning of a longer sentence by continuing with “that”. For example, the water’s so deep that I can’t see the bottom. That wouldn’t work with very deep. The next part would have to be a different sentence. The meaning would still be basically the same.
The water’s plenty deep. This means the water is deep enough to do something, such as swimming in it.