Where is fat and what is this gel in refrigerated fish soup?
Q1. Chicken and red meat is much more fatty than most fish, so you get a more noticeably thick layer of fat on top of say, chicken soup. Perhaps your fish was lacking in fat. 

Q2. Gelatin is contained in other parts of animal flesh besides just the bones. [Sometimes vegetable matter as well e.g. tomatoes...unless vegetable "gelatin" has another name; if so, people will let me know I'm sure]

Q3. I wouldn't say the water had been "replaced" by gel. The water is taken up into the gel and becomes part of it. Think of Jello: You start out with a lot of water, then you mix the gelatin powder into it and cool it, and you wind up with a gel. The water didn't disappear or get replaced by a gel, it is simply a component of the resulting gel.