More ferretted out archival information about the loss of the notorious, Confederate, privateer Jeff Davis in St. Augustine comes from the New York Times, September 7, 1861. This account is from Mr. F.C Dutneux, one of the crew and originally was told in the Richmond Enquirer.
The full, interesting tale, much longer than is shown below, can be purchased from the Times Archive On-line

“They then turned their course, with a light wind for St. Augustine, Fla. Upon nearing the coast the wind increased, until finally it blew a perfect gale. The vessel had crossed the gulf safely, and on Friday night, the 15th, they hove to, and found themselves in sixteen fathoms of water. At daylight land was discovered with a clear coast. They were then about 10 miles south of Mantanzas. Squared away they made for the St. Augustine bar. Found the tide too low upon their arrival and stood off.
The captain hoisted the Confederate Flag at the fore-topgallant mast and fired a gun as a signal for a pilot. Three attempts were made to get into the harbor, but it was found they could not weather it. The people on shore kept a light burning for them, as was afterwards discovered…

The vessel kept working up to the windward through the night, and at daylight they discovered themselves 10 miles from the bar.
The flag was again hoisted, and a pilot was observed coming towards the brig and giving the usual signals. In attempting to cross the bar however, this brig grounded on the North Breakers.This was about 6/1/2 o’clock Sunday morning, the 17th inst…
The brig was a total loss. But a small piece of her bow was remaining on Thursday morning, when our informant left, and it was then thought that she would go to pieces before daylight.

(New York Times, (1861), Purchased On-line Friday, Jul 20, 2007)