All existing permanent PSHP installation use freshwater (from rivers or lakes). In principle, seawater could be used as well, with the sea acting as the lower reservoir. In many places in the world there are cliffs in the coastal areas, so only upper reservoirs need to be built. One concern is that salty water is corrosive, but this is a problem modern metallurgy and material science could surely deal with. So far, one prototypical 30 MW seawater installation was tested at the Japanese Okinawa Island. More information about new ideas of building seawater PSHPs can be found in this Wikipedia article.
One fascinating idea, also discussed in the Wiki article quoted, is to build PSHP installations in which a sea or an ocean would act as the upper reservoir. But what about the lower reservoir? – for this role, the authors of the idea say, one can employ a huge tank which would be sunk and anchored at the ocean bottom at the depth of several hundred meters, and connected to the shore with a penstock.
The turbine/pump and the motor/generator assembly, according to the plan, would be located inside the lower reservoir and connected to the shore with a powerline. In the pumping mode, the pump would empty the bottom reservoir; and in the generation mode, water from the ocean surface would flow down through the penstock and drive the turbine before refilling the reservoir.
A reservoir in the form of a sphere 30 meters in diameter has the capacity of 10600 cubic meters. If it were sunk to the depth of 700 meters, the water flowing in from the surface and passing through the turbine would do a work of 75 GigaJoules. If the process takes one hour, this work corresponds to a power of (75 GJ)/(3600 s) = 20.6 MW; or to 5.15 MW of power – enough to satisfy the needs of a community of over 1000 households over that time period. What is needed is an ocean floor that is rapidly descending, so that the lower reservoir can be installed not too far from the coast. It’s often the case with islands such as, e.g., Hawaii, Canaries, or New Zealand.