OK, dumb question, but please be nice to me:
Is there a possibility that this collected methane could blow up? Like in a mother-of-all underwater explosion with shockwaves and seawaves for miles?
Nope. Zero chance of an explosion.
The pressure could somehow fracture/rupture the seabed allowing a sudden release of huge volumes of gas. THAT however, COULD happen, and has been postulated (not by tin foil types) to have caused sudden ship sinkings, as the huge bubble cloud of gas reaches the surface of the ocean, suddenly reducing the density of the sea, swallowing ships in seconds. While never detected, that has been written up and accepted as plausible. It’s even a theory of how the Bermuda Triangle swallows ships.
But seriously, put your worry stone away on this one.
The ocean floor has been releasing methane for billions of years, and it hasn't happened yet.