No no, your translation skills are really good!! But there is a nuance here that I presume is difficult to get.
The literal translation of Under Pressure is
Bajo Presión
Now, in spanish Bajo Presión inherently means that there is high pressure being applied, or else you wouldn't be Under Pressure.
So the DJ figured to translate it as Alta Presión since that is the real source of being Under Pressure.
That is my reasoning.
Edit:
As per comments:
If you were speaking of people, or a situation being "under pressure," how would you describe that in Spanish?
Well in that kind of situation the most natural to say would be Bajo presión or, this will probably sound counter-intuitive but you can also say con mucha presión with this one it is obvious that you are under pressure. For instance if you say Estoy con mucha presión en mi trabajo it is obvious you are under pressure. (Of course depends on context it can also mean blood pressure). But you wouldn't say alta presión, if you do I would relate it more to blood pressure, (e.g. when you say "Estoy con alta presión").