Ditto Mike
Every year the odd shark is caught. I'm sure many more are never seen as most anglers are using lite tackle in the sound. I have lost some very large fish in the past that I never saw that I suspected were sharks. My father saw a large shark in Rye but that was in the 60's before they were targeted by long liners.
Plan a weekend to Montauk. Snug Harbor is a motel with boat slips that I stay at each fall. You can't miss once they arrive off montauk.
Tight lines, Jim