Steve,
If you are trying to protect Auminium, then you are going to have to go for something like magnesium as the sacrificial alloy. When you start looking at Mag as the alloy for subsea systems, you are then looking at whole areas of concern, such as hydrogren embrittlement, interference/draining of the CP system to other parts (especially if this is a pipeline component such as a PLEM or protection frame). I would strongly suggest that you try to change out the Aluminium for some other material, if you can't, then you need to isolate the aluminium. Also, I would avoid painting it, because if the aluminium is painted and you get some connection to the steel, the aluminium will pit very rapidly at any areas of coating breakdown.
Regards
Andrew