Probably like a Weddell seal.
Funny enough, your humanoid matches very similarly the weddell seal's capabilities. Being able to dive up to 2000 feet and hold their breath for about 45 minutes, these seals use their great vision underwater and sensitive whiskers to locate the fish which they feed on. Additionally, unlike whales, seals are more or less still somewhat capable of coming to land, so we also have that going for your humanoid.
Before we go on, the necessary warning: humanoid shape is not a good shape for swimming, and considering deep diving with long periods of holding your breath, having a shape that hinders swimming will reduce the time you can spend underwater at best and cause death by suffocation if you try to remain the same periods at worse. Non-streamlined body = more resistance from the water = more energy spent to swim = higher levels of oxygen required for moving. Your goblin-soldiers, assuming a predominantly aquatic lifestyle, will most likely follow a similar path to all known cases of animals(reptiles, birds and mammals) which went back to the water: loosing potentially grasping limbs in favor of having fins and relying mostly on their mouths to do basically everything related to hunting and holding. Hope seal-shaped is humanoid enough, unless you're fine with having more issues catching food underwater and having to come up for air more quickly. The only way I see them being able to act more or less like a soldier is by adding retractable tentacles/limbs, meant solely for using tools/handling food they've already caught and remaining tucked withing the body when not in use, as to ensure a more streamlined, energy-efficient shape.
Now for the actual adaptations: the main problem with mammals (or any animal that once lived on land) when going for a deep dive is the fact that we use air. Our ear cavities and lungs are usually filled with air instead of water. That means that adaptations that prevent this involve strengthening these regions so that they don't burst under the pressure or damage nearby tissues. A recurring strategy that apparently is used both by whales and these seals involve exhaling and allowing their lungs to collapse, reducing buoyancy and solving the air issue somewhat. Another issue related to gases is the compression of nitrogen, increasing the amount of this gas dissolved in tissues and in the blood (also experienced by divers), which isn't too much of a problem, until you try to surface too quickly, causing this gas to decompress and form bubbles inside your body, which can be fatal. It's also speculated that the collapsing of the lungs done by whales also help mitigating this issue.
The second and third problems: heat (or lack of) and oxygen. Deep into the abyss is dark and cold, and not being a fish, you'll need a metabolism that can perform well in conditions of hypoxia (very little oxygen available.) in the case of the weddell seal, we see adaptations that allow them to have the oxygen consumption equivalent to 1.5 times their resting state. Your goblin will need to have adaptations like whales, who can store large amounts of oxygen in their muscles and blood, rather than in the lungs (the side effect of this in whales is blood and muscles that can look a deep red, almost black color). Other strategies already employed by deep diving mammals include reducing the heart rate and reducing blood flow to less vital parts of the body during these dives. In addition, your sea goblins will also need a good layer of fat protecting their bodies from the extreme cold of abyssal waters (in here its also advantageous due to the fat helping them to withstand blows, so a natural protection for your underwater soldiers).
So summing up, your goblins will need several adaptations to be able to have such a lifestyle,from their oxygen storage mechanisms to their ability to function with low oxygen to their ability to deal it extreme cold and pressures. Their lifestyle will require a streamlined shape, as it's the best way to facilitate swimming and reduce the amount of oxygen necessary for functioning, so the closest you'll have from functional grasping limbs in an aquatic, deep diving creature requires limbs that can be tucked into the body, something that can be seen in a way in beaked whales, the owners of the deep diving animal record, reaching depths of over 6000 feet and holding their breath for over 2 hours, which possess flipper pockets to tuck their flippers inside, thus becoming more torpedo-shaped and energy-efficient. The closest I can see for them to be hydrodynamic while also being able to come to land is by being shaped like an alien seal with retractable tentacles (I recommend tentacles rather than extrab limbs because they're 1-pure muscle and very flexible and 2-soft and non hindered by bones, thus likely being easier to store withing the body). They won't be the best runners once they leave the water, but if they make use of their superficiall cuddly, sluggish appearance to draw their enemies closer to water, grabbing them with their 2-4 (I don't recommend more than that) tentacles and quickly dragging them to the depths. If the soldier escapes before they drown, freeze or burst, I can assure you they won't go far. The fat layer they'll need to withstand the cold will also aid them in withstanding blows and potentially aiding with cutting weapons and (if bears are anything to go by) even potentially some weaker firearms.
Beware the tentacled goblin seal.
