Good question. I can't find anything on the relevant pages for naval (being 10, 20, 22, 28 & 40). I expected there would be some reference to this on either page 37 for the combat factors (there is nothing) or page 40 (for shipwrecks) but there is nothing that I can see.
I would have thought a boat crossing a HO would either incur a combat penalty in that or the next bound and /or be shipwrecked. I too can't find anything, unless I'm missing something? Although it would be an interesting tactic if there was a benefit : putting HO in a river to counter your opponents boats!
Andrew
