Conformal coating spray is also going to insulate somewhat, so just spraying on everything will eventually run you into an overheating problem.
While probably not the option that feels the most comfortable in the ocean breeze - room humidity control and possibly activated carbon filtration may be the most effective way to protect things. If your space is relatively sealed and you air condition it, you should be able to keep the humidity to a lower level and activated carbon filtration should be able to remove some sulfur compounds in the air that speed corrosion.
I've heard of spray on anti-corrosion compounds that exist, but I don't know if they're readily available or good 'works-on-everything' sort of options. They'd at least require initial disassembly to coat the components.