I however found this in the manual:
Selecting Hexes in the Hex Layer
If you left click and drag with the mouse, you will
only select hexes belonging to the same country as
that of the first selected hex. For this selection type,
Land/Sea hexes and all Coastal hexes are treated
as Land hexes.
If you left click and drag the mouse while holding
down Ctrl, you will select Land hexes en masse,
but they will only be hexes belonging to the same
country as that of the first selected hex. For this
selection type, Land/Sea hexes and all Coastal
hexes are treated as Land hexes.
If you left click and drag the mouse while holding
down Shift, you will select any hex, Land and/or
Sea, irrespective of their nationality.
If you left click and drag the mouse while holding
down Alt, you will only select Sea hexes. For this
selection type, Land/Sea hexes, and all Coastal
hexes, are treated as Sea hexes.
If you left click and drag the mouse while holding
down both Shift and Ctrl keys, you will select
hexes en masse of any type, whether Land or Sea,
irrespective of their nationality.
If you left click and drag the mouse while
holding down both Alt and Ctrl, you will select
Sea hexes en masse. For this selection type, Land/
Sea hexes and all Coastal hexes are treated as Sea
hexes
But after fruitlessly experimenting with these options every which way, I then found that none of them work. [&:]
At least the other layers can be laid down more quickly than land over sea, which lags horribly, requiring a snail's pace so as to not to skip hexes.