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Journey and Abzu happens on the same world
But talks about different civilizations. Journey talks about an arid civilization that collapse in infighting over a precious resource. They made war machines and tried to steal potential replacements from other civilizations. Abzu talks about an ocean based civilization that went abandoned, leaving behind ruins and other devices. They were in the defensive but in the process damaged the environment around them and so made sure to leave behind a legacy that would help heal the ocean once the war was over.

The Great White Shark is the Last of Its Kind.
Given that we never saw any other Great White Sharks in the game, and the one we travelled with is very aggressive towards the malevolent machines, it's possible that Great White Sharks are wiped out to almost extinction, and the one you followed is the Sole Survivor who developed a grudge against the machines that wiped out its species. Granted, it's a big ocean so there are probably more Great Whites out there, but given that we only saw one in the game itself implies that the species is critically endangered.

Piecing it together
A long time ago on a planet covered mostly by oceans, the humanoid Precursors had discovered a massive source of primal energy deep under the oceanic crust. This energy possesses a dual nature as both a super-condensed form of seawater (which cannot be swum through) and as a primordial soup from which all (marine) life originates. It can likewise exist in two distinct states: in the blue state, e.g. in the hidden pools, it is free-flowing and live-giving; in the red, e.g. in all machines and in the primal source itself, it is stored and compressed, but can also be used for other tasks. The precursors had learned to gather the primal energy into (red) jars and to use it for their own purposes, but initially, always returned it to the sea afterwards, as they had probably noticed that drawing out energy reduced both the overall ocean levels (because it is super-dense water) and the biodiversity of marine creatures (because it is, at the same time, the foundation of all marine life). Thus, upon returning to the sea, the energy broke down into shoals of sea animals and massive quantities of water. There are also indications, that the precursors venerated a particular sea creature, the Great White Shark, who may be the physical manifestation of the will of the primal energy source itself (see below).

Over time, the precursors had constructed harvester machines to extract the primal energy from the ocean more efficiently. These tetrahedral underwater machines could store the energy and use it to power colossal (also tetrahedral) factories that produced other primal energy-powered machines for the precursors, with which they had build grand cities. One of these factories is found near the sunken city built over the primal source, and another, far in the north, alongside several more dormant harvesters. Unfortunately, the harvesters soon proved to be too efficient, as the places where they operated (seen in the game as the underwater wells), became entirely devoid of primal energy and, thus, of life, hostile to any creatures that entered them. The surrounding areas of such wells also seem to have been artificially closed off from the rest of the ocean floor with triangular gates by the precursors. It can be furthermore inferred that the sea levels dropped considerably as a result of the harvesting, as more and more sea water was condensed and locked up as usable energy within the harvesters.

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It is unclear why the precursors' civilization eventually collapsed. We find their Atlantis-like great city near the primal source completely deserted, but mostly intact, below kilometers of water, but with pockets of air trapped inside (a testament to the precursors' engineering). Maybe they have abandoned the planet (or, at least, its seas) of their own volition, to atone for its almost-destruction? In any case, before they left, they had constructed at least one humanoid diving machine, powered by the primal energy and programmed to gradually remediate the oceans and the marine life by returning the energy to its source. At some point thereafter, however, the harvesters seem to have rebelled against the will of the precursors, probably realizing that restoring the oceans would require their own destruction to release the massive amounts of sea water/energy they now stored, and began manufacturing large numbers of (tetrahedral) sea mines to deter any interloper.note 

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The game opens with the diver floating in the ocean, perhaps reactivating after a long standby, who proceeds to carry out her programming, restoring life from the hidden pools, diving into the wells to return primal energy to the source, and gradually coming closer to the harvester factory where she was originally produced. Along the way, she discovers the friendly mini-submarines, produced alongside her to assist her, all of which seem to be out of power after a long time without recharge.note  She also observes that all but one marine creature view her without apprehension, with the smaller ones following her around, and the bigger ones letting her ride them, — perhaps they are conditioned to understand that she and her kind are only there to help.

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The only exception, in fact, seems to be the Great White Shark, who destroys one of the diver's mini-subs seemingly out of spite on its second appearance, and does not let her so much as approach, let along ride it until much, much later. If we accept the conjecture that the Great White is the manifested will of the primal source, then the latter appears to have planned to destroy the harvesters all along, but needed the help of a humanoid creature to overcome the precursors' defenses. Combined with its understandable mistrust of all machines, this results in a kind of rivalry between the diver and the Great White as they race each other to the factory. Only after the diver repeatedly gives her energy back to the source to restore the wells and saves the Great White from a mine, does it acknowledge her as an ally in their undertaking, and the Rivals Team Up at last.

At the end of the game, the source resurrects the Great White with the energy the diver brought back to it, also restoring her own body (with enhancements), and transports them both to the arctic, where the diver and the Great White destroy four dormant harvesters with their newfound power. Doing so releases more marine life and raises the global sea levels, allowing them to reach and destroy the arctic harvester factory, as well, fulfilling their mission (at least, in this part of the ocean).

The Great White is a manifestation of the will of the primal source
Here are the clues that the Great White is an incarnation of the setting's Creator Deity:

  • The Great White Shark is unique, unlike every other organic creature in the game.
  • The Great White seems to be the only proactive entity other than the diver herself who determinedly pursues a long term goal, revealing a capacity for abstract thought and planning beyond that of even an intelligent animal.
  • A mural early on shows that the precursors followed and venerated the Great White Shark, and knowing that their civilization was based upon the energy drawn from the primal source, it is easy to see the former as a manifestation of the latter.
  • The Great White is always one step ahead of the diver, either racing, or actually guiding her to the factory, before violently attacking the harvester at its core, the real object of its ire.
  • When the diver reaches the source for the final time, the energy she gives to it specifically transforms back into the Great White Shark, who goes full-on Messianic Archetype with this.

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