The typical catastrophic failure would be a failure of "hull" integrity - i.e. the concrete sphere - at the point of relative vacuum. That could cause an implosion and collapse of the sphere.

That implosion would have a localised short-term effect on water currents as water moves to fill the void, which may affect wildlife in the very immediate area, at the point of implosion (e.g. fish swimming directly next to the sphere may be sucked in and knocked into or trapped by the collapsing concrete).

I can't envisage a failure mode which would cause an explosion or cascade to other spheres in the locality.