Clue #1

Captain Orangebeard is a Mudskipper (an amphibious fish that can live on land and underwater).

Clue #2

Fish started hearing noises from the hut inside the Seaweed Forest around the same time that the Coral Jungle Gym was built.

Clue #3

There are holes in the bottom of The Sunken Ship that are the same size as the Salty Bubble Holes.

Clue #4

Grumblefish are always trying to find shiny treasure, and it's said that they know more about the Underwater Volcano than any other fish.

Clue #5

Captain Orangebeard wanted to bury his key deep underground, and needed the help of builders to do it.

Bonus Spoiler Clue (Only Read in Dire Deep-Sea Detective Need)

The first fish to use the Coral Jungle Gym saw a small patch of freshly moved sand with an orange hair on top.