Running a battery in propylene glycol
My recommendation would be;  

Lithium Sulfuryl Chloride (Li/SO2CL2)
or Lithium Thionyl Chloride (Li/SOCL2) cells
-  only in a Stainless Steel case
- with the unit sealed in Aflas 7182B polymer O-rings. 

Criteria; highest energy density with a flat voltage in the strongest high pressure proof case sealed resistant to aggressive chemicals, caustics, high pH, high pressure.

LiPo cells rupture explosions have been well documented under high pressure