There used to be a group that met at the Food Lion every morning at Southern Shores at 5:30AM. That was a couple years ago since I've vacationed at the OBX, so not sure if they still do it or not... but we hit the beach road at 5:30AM in a paceline doing 30+mph out of the blocks. They chilled out a little, but it was a fast ride. Best riding times seemed to be early before the traffic go going.
I think this is the route we rode: https://outerbanksbicycle.com/...route_type=road-bike
Otherwise I swim in the ocean when I'm at the beach. Depends on where you're staying, some communities have pools.. Corolla, Currituck Club, etc.