Yes, all the omegas break down under heat and light, which is why they are in dark bottles. Not sure why they don't say to refrigerate them?but as soon as I buy them they go in the frig. As for the fish, waters around the world are contaminated with many toxins such as mercury and therefore the fish get contaminated also. It's best to get your omegas from a reputable company that actually goes through the process of removing the contaminates.
Flaxseed oil is great too and if you get the liquid and not the capsules you'll be able to tell when it's gone rancid.