I don't know based on the rulebook.

The rulebook on Page 8 explains that if your health reaches zero, you immediately end your turn, lose three Grit, move your figure to San Andreas, and pay water equal to the number of spaces you moved. If you do not have enough water, you should reduce your health by one for each water you’re short. However, the rulebook does not specify what happens if you also do not have enough health to pay the remainder (i.e., if you would need to reduce your health below zero).

To answer this question, the rulebook would need to clarify what occurs when a player cannot pay the required penalty in either water or health (for example, if their health is already at zero or would be reduced below zero).

Source: Core Rulebook (pp. 13, 15, 22, 23, 8)