Nothing much to do in Mystery Bay, which is the way I like it.
If you're after National Park, I can recommend Mimosa Rocks NP. At Gillard's Beach, you camp right on the beach and the wildlife is so tame they will eat out of your hand if you let them (or if you're not watching in our case). Not sure about bushwalks and 4WDing though. Have a look at the NSW NP website?