I see no reason that a moon like Europa, given the tidal forces acting on it, would not bust loose with a fissure now and then that would allow water to escape from inside. A large "thin spot" connecting directly to the water under the ice would indeed be considerably harder to find.

I personally think that a Europa orbiter with a surface lander is the way to go, using imagery from orbit to identify recent frozen outpourings of water from inside the moon. Once this has been identified, a lander can be sent down (possibly with a rover) to investigate any chemical clues that might have survived in the frozen outpouring. Don't know how far you'd have to dig into the ice to get molecules that had not been wrecked by vacuum and radiation, but it would be a lot less than you'd have to dig to get to the ocean.