Nags Head is hours away from Swansboro, unless your flying.
its only about 40 miles as the crow flies. but road distance is another story.
you can always do a shore dive in the sound or the ocean, as long as your only interested in looking at sand.
about the only shore dive i've heard anyone doing is in the channel off Radio Island between Morehead City and Beaufort.
depending on the tide, max depth is about 30 ft and vis is maybe 10 ft if your lucky. because its a dredged channel it might be considered a wall dive, lol.
NC has excellent wrecks to dive, and most of the charters leave out of the Morehead City area, a short drive from Swansboro. The only other option is to get your own boat, or find a dive buddy with one.