Welcome to cruise-chat! The only Teen Junkanoo excursion I am aware of is the one offered by Disney Cruises. RCI does not offer it. I would definitely hesitate booking such an activity from a local vendor in Nassau, if one was available. If anything, I would hope that the Aruba case serves to promote a "proceed with great caution" when it comes to any "teen adventures".
The Aqua Park at Coco Cay costs $15 per person. It offers a giant floating sand castle for climbing and sliding, huge in water trampolines, a floating "Water Totter", leg rolls, etc.
RCI's wine packages are primarily for your enjoyment during dinner, however you are welcome to take any bottles you do not finish at dinner with you when you leave the dining room or they will cork them to finish the next night. Follow this link to our parent site Cruise Reviews: http://www.cruisereviews.com/RoyalCaribbean/
then scroll down to the bottom the page to access the descriptions and costs of the Wine Packages that are offered.