There is an urban legend that at Coquina Key a dark shadowy figure appears on the beach right before major storms (read: hurricanes) happen. He has appeared near the picnic areas, according to what we are told.
From Haunted Places:
On the far southern end of Coquina Beach, just before the bridge, there used to be a hotel that is now just a picnic area. Supposedly a “male figure” in black clothing walks back and forth between the picnic area and the beach, even during daylight.
This story sounds quite similar to the Gray Man of Pawley’s Island:
There is an additional area in New Smyrna Beach at an old fort structure where dark figures appear. These do not necessarily tie in with a storm warning figure….but it’s interesting, nonetheless: