Having played the alpha a ton I decided to just doodle my way across the map with the fancy new "you've been here" line that follows your path on the map.
I have my sloop sailing in a random direction while looking at the map when I notice 2 small islands I'm passing aren't on my map. I hit the anchor, swim over, and find a coral reef in between the islands. In the coral reef is a sunken wreck.
Haven't explored it yet and will update with screenshots if people want me to. I don't remember ever seeing this in the alpha.
Update - Screenshots!
The Reef surrounds the entire two islands...
And the best thing I found which gave me small goosebumps...
I found more!