Has RB ever written anything that takes place in that other vastly unexeplored frontier, the ocean depths?

Ray wrote a tale called "Undersea Guardians", which was the featured cover story of the December, 1944 issue of the pulp magazine, AMAZING STORIES. The story has, to my knowledge, never been reprinted. However, if you check on the ABE or eBay, you may find copies of the magazine for sale.

"Undersea Guardians" has appeared in two anthologies but never in any Bradbury collection.