Where can I buy waterproof band-aids to be able to swim with my fresh piercing?
First of all swimming in any case is discouraged with any fresh piercing.
This being said, there are some options if you really cannot avoid it, but only possible on some piercings: nipples, navels, some surface piercings.
Good waterproof bandages for piercings are the same type or bandages that are used to keep a wound from an operation (medical) from getting wet during healing to promote a safe and quick healing. The only bandages that are truly waterproof and safe for these cases are only procurable in pharmacies. You will find brand names at drugstores that claim to be waterproof, but make no mistake, these are of lesser quality and you will risk losing them during your recreational swimming and this way also risk a serious infection to your freshly placed, irritated, or at least not yet fully healed piercing.