1. Water walking. Nope. Level 9 Unarmored Movement.
Ah, but remember that in order to get all the other things the make a ninja a ninja (like sneak attack, poison, and disguise expertise), you'd have to multi class into an assassin rogue, so really, you don't get that water walking until around level 18 or so, assuming you're splitting evenly. So in practical effect, you're not getting it. Or your giving up other core ninja abilities to do so. FWIW, I know this also applies to the warlord too (multiclassing from valor bard to battlemaster fighter).
2. Change Tracks: lets break it down
2.a. Making it impossible to read your tracks. Level 3, pass without a trace.
2.b. Tricking someone into thinking you went a different direction. Minor Illusion and skills. With MI, you do it better than others, but others can also do it. As it should be. 1e didn't even properly have skills, so it should be no surprise that skills cover some of what a class did in 1e. If there were a tactics skill in 5e, warlord fans would expect some of the warlord's shtick to live there, and warlords to have feature that synergies well with it.
2c. I'll give that this one could easily have been added to the Shadow Monk without beefing up the subclass. 1 ki to extend and expand minor Illusion for a few specific purposes, including changing tracks.
3. Walking through walls. This one I kinda grant, although you do get 60ft teleport at level 6. I only kinda grant it because you can't teleport if you can't see the destination. It should include the option to instead gain a phasing movement of 30ft for a turn, as a bonus action. *
4. Holding breath. I agree. This should be part of the Monk. Monks should be better at holding their breath.
5. Create illusions. Lvl 3, Shadow arts.
It doesn't even just imply strongly that it is a ninja, but literally says that it is a ninja. It's missing two things, at most. One of which it replaces with something that is along the same theme, but arguably stronger. .
See, you're doing the
exact same thing that you disagree with re: the warlord in previous discussions. People telling you, "Well, it's not exactly like the class, but you can do things similar by replace them with X, Y, and Z.
You can't really have it both ways on this, applying one standard to your preferred class, while holding a different one to a class you're not as passionate about. Also, there are more than just two things missing to replicate how I envision a ninja, as explained a bit earlier. Context matters, and in this case, context is the sacrifice you make while multiclassing, specifically around delayed ability acquirement (and again, I fully know that the suggestions about multiclassing to get a warlord suffers the same problem).
This next part isn't directed at you specifically, but more in general. This thread (and similar discussions) has gone like this:
Warlord Fan: The game doesn't have a warlord
Person B: No, but you can get really close by doing X, Y, and Z combinations
WF: That still doesn't cover what I want from a warlord class, because I'm missing some things, and shouldn't have to jump through hoops to get weird combination to get what I want
Ninja Fan: I totally know how the warlord fan feels. I feel the same way about the lack of ninja.
WF: No, but you can get really close by doing X, Y, and Z combinations.
:/
The bottom line is this. For the warlord, and ninja, and I'm sure a few other archetypes, we have a choice. We can accept the extra work to get 90% close to what we want now, or we can stick with an edition where we do get what we want. Maybe down the road we get what we want, but until then, those are our choices.