Looks to me like somebody with a scanner but the errant crap out there. FOX did not run with it until later when CNN would not drop the story. I'm sure all the news services who usually make these sorts of mistakes, all made them at the same time.
There was nothing short of scrambling all their radio channels that Coast Guard could do to Idiot proof their training regimen.
They could have said it was an exercise two hours ago. It happened about 10am
They use the radio to co-ordinate the drills & it is not scrambled or encoded during routine drills. That only happens in a real emergency.
CNN picked it up from the radio transmissions - or someone alerted it to them. There were no shots fired or supspect boats. It was all just words being said & the action was manufactured by the news media.
The police and any outside activity added to the scene was a normal emergency response generated by the news reports.
I think this is a big frightened reaction to something that never happened, only because it's 9/11.