Not to my knowledge
In the oceans, due to the dominance of deposition over erosion, most oil and gas is trapped at relatively deep levels, say more than 1 km down (and as much as 6 km in some places).
Although, as you say, things might be good for liquid CO2 I've never heard of it being found.
OTOH, clathrates are common.
Clathrates
More on my links page
Here
It may just be that nobody has thought about it. Certainly when one trials deep-sea disposal of CO2, liquid CO2 is involved.
Thus