There is a description of events inside the cave where Voldemort's fake locket horcrux is hidden, in the HBP.
Harry had not expected this, but cleared his throat and said loudly, wand aloft, “Accio Horcrux!” With a noise like an explosion, something very large and pale erupted out of the dark water some twenty feet away; before Harry could see what it was, it had vanished again with a crashing splash that made great, deep ripples on the mirrored surface.
It is described as if it a giant water monster that jumped out, determined no one was actually near the Horcrux, and went back in. Later on Harry sees the inferi under the water surface while he is on the boat, and even fights some of them on the small island in the middle of the lake. The inferi seem to be slow, like muggle zombies are, and from their description they don't seem to be the thing(s) that had jumped out of the water earlier.
Is it explained anywhere what that thing was? An answer from any level of canon is appreciated.