Where Did The (Great Flood) Water Come From And Where Did It Go?

There is no violation of the first law of thermodynamics if the universe is not a closed system. If the universe came from something else (if, for instance, it started as a region of spacetime pinching off from a black hole in another spacetime, as proposed by Smolin 1997) then there still would be no conflict with the first law of thermodynamics, because on such a scenario the universe was not always a closed system, and would have inherited its initial energy from whatever it came from.