Insert a semicolon before in fact.
This sentence is made up of two complete sentences and ideas. The first sentence is "He never found the shipwreck". The second sentence is "In fact, she had no interest in diving." When joining two complete sentences there are two options: use a semicolon, or use a comma and a conjunction. Since using a conjunction is not an option, the correct choice is to put a semicolon before in fact.
