Same here, I had a foot ulcer that took its time to heal, that was back in the bad old days of high carb high bg numbers. Its vital you keep that foot dry.
Those protective covers were not around back then or at least I dont think so, but I have recently seen someone using one. They are not as bad as you think they are, they dont flap around like a carrier bag would, you slip them on and then use a pump to release the air, it then shrinks and fits snugly around your foot, arm or leg.
So dont be embarrassed, enjoy the swimming its good for you, will help lower your bg which is really important. Try to keep really good bg control it will help speed up healing.
All the best