As the Sandhoggers explain, High Air is the phenomenon of increasing the air pressure to a point that will keep the water from breaking through the walls of the tunnel and thus collapsing the tunnel while it is being constructed.
Sandhogger, Sandhogging, Sandhog are all forms of the slang used to refer to workers primarily in New York City whose job it is to work underground, in most instances, below rivers or bodies of water in the construction of tunnels or mines. The term derives from an analogy to aardvarks and hogs in general for their practice of burrowing or rooting in the ground.
Last show of the series.