Might be worth calling and checking with Cherry Street Fish Market in Danvers. They always had a pretty large selection and I'm pretty sure I recall seeing it there in the past. Unfortunately I'm not there as often anymore having moved away a few years ago, but still one of my all time favorite fish markets!
Cherry Street Fish Market
26 Hobart St
Danvers, MA 01923
You know, I think Costco sells whole red snapper. At least that's what I thought they were. The last time I was there, they looked nice and fresh, but my schedule didn't allow for a whole fish purchase at that time. But I made a mental note that I wanted to get one some other time.