This is way more technical than my non-scientist self could get but as a diver I’ve seen this in action before. You can actually go through a thermocline underwater where there is a distinct difference in temperature separated like oil and water would be. Your feet can be cold and your top half just fine. You can see it in the water too, it looks blurry for lack of a better description.

You can also get haloclines in some of the springs in FL (others too I’m sure, I just know FL) where you’ll have a saltwater layer and a freshwater layer. It makes for some weird effects sometimes.