The footage shows that this is definitely not a dolphin, but a representative of the plesiosaur family - marine reptiles whose population was widespread in the seas and oceans in the Mesozoic era, which are considered extinct long ago.
In the Black Sea over the past hundred years, they have been seen repeatedly, possibly hiding in underwater caves under the "Bald Mountain" within the boundaries of the Anapa resort. They feed on fish. You can bait it with a good cognac.