The story I was told as a kid was that there was one from Erddig Hall to the Parish Church. A pretty impressive feat of engineering for something with no records or other evidence to its existence!
However I notice there is a collapsed tunnel of sorts along the River Clywedog near Felin Puleston, with brickwork exposed. It was about here if memory serves me right, but given the proximity to the river it’s probably just some old drainage scheme or sewer.