The Pool Swim activity has disappeared from my Activity app.

On the watch;

Tap on the workout app and scroll down to the bottom and tap on "Add Workout" then scroll down the list until you find "pool swim" then tap on it and it will be added back to your list of workouts.

Which app are you in?

There should be no option to add new,you must be in the wrong app.

In the list is;

open water swim

pool swim

They are in alphabetical order,I've just checked.