I believe the bluestone found off the Welsh coast (in the Cleddau estuary) was a stone lost when a group had tried to re-enact the transportation of these stones to Stonehenge!
Yes, there was an attempt to recreate the transportation of a three-tonne bluestone from Preseli to Stonehenge six years ago; it sank off the Pembrokeshire coast. There's a short news report at
http://news.bbc.co.uk/1/hi/wales/794299.stm
But I'm sure I read a newspaper report some years ago of an ancient worked bluestone that had been discovered on the seabed - will have another go at trying to find the press cutting.