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Previous works showed that Deep-RL can be applied to perform mapless navigation, including the medium transition of Hybrid Unmanned Aerial Underwater Vehicles (HUAUVs). This paper presents new approaches based on the state-of-the-art actor-critic algorithms to address the navigation and medium transition problems for a HUAUV. We show that a double critic Deep-RL with Recurrent Neural Networks improves the navigation performance of HUAUVs using solely range data and relative localization. Our Deep-RL approaches achieved better navigation and transitioning capabilities with a solid generalization of learning through distinct simulated scenarios, outperforming previous approaches.