Actually it isn´t going through blocks. Why? Because water itself behaves like a block. Like a wabbly, jelly block.
But i understand what you mean, i had the same trouble.
The solution is to understand that water is in many ways like a block or maybe more like a mix between a block and a voxel-like object. If you place it, it is always bound to the world grid. the same as blocks use. You can´t place a regular block outside the grid.
So for your pool i suggest you to place the water first to see its outer limits, then place the glass, planks, etc. That will do the trick.
Water is for now just a placeholder, not a real fluid. It´s not running anywhere.
When you are done, post a picture. I like the idea with the pool
Btw - if you use the size command for your glass pieces you can create a glass-beam. One which has the same visibility as glass but is as thick as you require it (i.e. size 1 1 1 = a glass block, same size as a regular block).
have fun!