There are some rumors going around that Kim Setori(Cleo Setori's younger sister) has turned into a mermaid! I don't know if this is true, but if it is is will be a great twist for H2O!
I found out from a video on You Tube, the video took place in Kim's room, showing Kim tell Cleo she was a mermaid. Plus, I looked up, "Kim Setori mermaid" on Google images, and found many pictures of her with a tail. So, Kim definetly turns into a mermaid at one point.