I keep my old The Whole Dog Journals and there have been a few articles on reflective/glowing/light-up safety gear. A lot of it is leashes and harnesses though. The visiglo products were rated well, but it says they're only water resistant, not water proof; so swimming may have killed them. Here's a few suggestions if you haven't checked them out yet:
If you can use lights that attach to collars
this one is watertight. It can either hang from a D-ring like a tag, or clip to your dog's collar.
This site has an assortment of stuff, including collars with LED lights built in and reflective stripes. They're only water resistant.
This site has a similar collar and claims it has a waterproof switchbox. It looks like you may gave to order them in a box of 12 though.
My only other suggestion would be a glow in the dark collar that OllyDog used to make. I had one for my foster dog and loved it. They're a strange plasticy material. It's flexible enough to be comfortable, but waterproof and wipes clean. You would have to charge it in light before your training sessions, but it's pretty bright and lasts a good while. OllyDog stopped making it for whatever reason, but it looks like
this site still has some and they're on clearance.
Hopefully some of that helped.