I never had the pleasure to see any dolphins from the ferry although I did manage to spot a Minke whale a couple of years ago, quite impressive I might add. Perhaps I'll spot a few dolphins when we visit the island next Saturday (first two weeks of October). It's always a good idea by the way to take binoculars with you on the ferry, there's always enough other wildlife, mainly sea birds, and scenery to spot. The video below shows a few Dolphins from the Islay Ferry Hebridean Isles from Oban and if I'm not mistaken you can see the Treshnish Isles in the distance. Enjoy!