Mysterious Thunk

We left Nassau Harbor for Chub Cay on Monday . Nassau is city and touristy but you can certainly have some fun there. Still, we were glad to be departing and were just out of the harbor, sun shining, sea sparkling , engine ticking along when there was a mysterious thunk. Yikes, never good. we didn't think we hit anything , there was no impact. Engine kept running but not quite right. Tom went running too. He had just replaced Racor and filters and assumed someting not installed properly. Engine looked fine and all pressures etc were fine, Filters were not leaking. Bilges were happily not filling with water and the pumps were not in overdrive. Of course by now we are in 500 or so feet of water with cruise ships behind us. so neither of us were up for swimming. We reversed, reved and listened . Engine working but things just seemed off a little. No wind at all, couldn't even make 2 knots with sails so powered all the way to Chub. Set hook and dove on bottom and prop. A clear plastic bag of the heavy duty and extra large variety was wrapped around the prop. It was pretty well shredded but still there. By the time I got the knife out Tom had already loosened it and removed all. Aren't we lucky that was it!