Fixing a curved horizon - NOT a crooked one, a curved one.

Lens Correction isn’t on the Distort submenu, it’s at Filter > Lens Correction. But it’s probably not the best tool for the job anyway (unless it works right away, then of course it’s fine). The other warp tools you used may be challenging to use for this because they’re intended as creative tools for introducing distortion, not removing it.

In this example of a bent horizon, you should look into using Filter > Adaptive Wide Angle. It has tools specially designed for handling fisheye and very wide panorama images. In that filter, correcting this could be as quick as dragging a horizontal constraint guide across the horizon, especially if the right lens metadata is in the image so it can more easily work out the perspective.

Howard Pinsky goes over it in this video (under 3 minutes, so more succinct than some of the other videos out there). Although in his example I would have drawn the horizon constraint all the way across the image, not starting at the water; he left the buildings uncorrected.

Trying it out with the uploaded image…this example takes only a few seconds.

Of course you don’t have to use that Scale option, if you’d rather fill in the corners with Content-Aware Fill or Generative Fill (both of which did not exist when this filter was first created). Or you can just manually crop the result.

This isn't actually a lens issue, so I don't think optical correction is the way to go. While it is (very!) clumsy, I would go for Transform > Warp.

Just using the default upper corner handles, I could get a straight horizon with the typical cylindrical panorama shape.

I'd still do this with Warp, and a 3 x 3 grid to handle the assymetric curvature:

Then crop and a bit of content aware to fill the remaining gaps. I also took the liberty to remove the yellow color cast in the foreground with a luminosity mask:

When transforming, I prefer to always go inwards to avoid upsampling. But a little bit in the corners won't do any harm here.