No. It would be nice if they did a dinky little bag for it though.
Yes. I dive as well, so it's a no-brainer really.
If you see yourself shooting PCPs for years to come, then I'd invest in a full-size 10l or 12l cylinder as well as a portable jobbie: it's well worth the convenience. I've a pair of 300-bar 10s that keep me shooting for the whole autumn/winter period without a refill but with a little gun like the Contour I've been thinking it would be nice to have a handy 3l topper-upper to keep in the wagon or day sack.