Anthony's Key Resort has a small island off the shore that you can stay in small cottages right at the edge of the water, not in the water like you are asking about. Go on the deck of the cottage and you are over the water with some of the places. Lots of photos of the place on line. It is mostly a diving resort. Snorkel boats also. It is away from the West End or West Bay action on the road from the airport to West End. Stayed there is 2004, now we just spend winters in West End. Not sure if there are any places to stay like you are asking about other than Anthony's Key.
We use the ATM inside the gas station just before getting into West End and never had a problem in the last 3 winters. The open air ATM that use to be at Coconut Tree is long gone. That was the one that had the most problems. There is another ATM on the main street in a small booth I have never used.