I live and dive down here, you probably wont find any free diving, the place I go to collect them is in 60 ft. There are places in the keyes that are shallow but you need to know where they are and have to have your own boat. The local collectors will not take you to the spots and no dive boats go there as it is not "divable".
You do need a fishing license and the limit is 20 animals per day, no rock. You can take most sp of octocorals, the genus Gorgonia (three species) are not legal, but be careful, many don't survive and can pollute your tank.