Honestly it seems to me that the problem might go a little bit deeper than what your family would think of the merfolk hobby. If you're really that scared even for your privacy, you might need a support group that is more familiar with the underlying issue. (Not that I'm saying anybody here wouldn't get it, if you're having or had similar problems I recommend this for you too.)

The community at https://www.reddit.com/r/raisedbynarcissists/ are all about dealing with controlling parents who can't seem to understand that you are your own person, and can offer you advice no matter your age. Also, if you can, you may need to see a therapist to help you with your fear of what your family thinks of your interests, whether it's swimming with a tail or anything else.