On the continental shelf, how far down would you have to go (if taking a core sample) before you hit dry dirt?

you will not hit dry dirt once you get below the water table. the fractures are filled with water (or some fluid, anyway) from down as deep as there are fractures (which is as deep as we have ever gone) until the atmosphere takes over, which is at the water table. If you are starting in sediments below the existing water level, you will see water the rest of the way. eventually, the fracture or pore proportions get tiny so there is little water, but water there still is. Gravity and the nature of fluids impose that.

You will never hit dry matter as you have humidity far deeper than you can physically core

Define "dry" - the Serpentine that makes up the oceanic floor is a hydrolyzed rock.