Wequetequock Cove is a cove located in southeastern Connecticut. It empties into Fishers Island Sound.  Elihu Island, and  Goat Island (Connecticut) are in Wequetequock Cove. Saltwater Farm Vineyard is located along its shore. David Farquharson is an artist who frequents this area.  [1] Fishers Island, New York is a boundary between the Cove and the Atlantic Ocean.