You won’t be able to rely on the HDRI if you are wanting caustics. Turn on the sun.
For a pool, I probably wouldn’t bother, the render time increases so much it is probably not worth it - look at applying a caustic texture to the surfaces below the water .
There are several different types of caustic effects that you can use, for the pool/water type effect you’ll need to have water shaped geometry - apply displacement to the water surface.
You can increase the sharpness of the caustics by reducing the pixel search distance.
Ok but the problem are not the caustics, the problem is that there seems like no shine or glossiness on the water even that there is reflection, probably this is how it should be, I don’t know
They’re saying that SU’s native pool water material has V-Ray attributes that can be seen when rendered. Can’t say this is a better option than the Cosmos material but at least you know you have other options.