I do hydrostatic pressure testing for oilfield equipment. Your right when saying the chamber will have to be very large and very thick steel. The highest pressure I’ve done myself has been 135 mpa but that was on something about 2-4” diameter with about a 1” wall thickness. Highest pressure to largest volume I’ve done is about 68 mpa in something that holds about 400 gallons with 1.5” wall thickness. If the walls failed like you said could be very dangerous but if they can fill their chamber perfectly with very little to no air inside, there won’t be much of an explosion since water doesn’t compress. I have seen things fail with air behind them and things without. One became a bullet the other just kinda popped off. That being said my tests are always being conducted behind a steel wall with bullet proof glass.