There is a nice swimmy hole up by Skyline near one of the COGGS trails. I am not going to say exactly where because it's not the sort of place that has the capacity to have a ton of people there, but if you just look at a couple of maps, you can figure it out fairly quickly. It's near the Piedmont section of Skyline.

It's in a creek and you can crawl into the little falls and it's like a hot tub. Great spot!

Otherwise, Solon Springs has great beaches since most of the sand that got shoved down when the historic Lake Duluth(which a much smaller version is now Lake Superior) blew out.

It's a neat area and only about 40 minutes from Duluth. It's usually much warmer there too.

This place is nice.

https://www.douglascountywi.org/DocumentCenter/View/1812/Lucius_Woods_Vicinity_Map?bidId=