It's certainly possible there could be tunnels to the outside world (even if it means underground openings in the walls...), but I doubt they could bring anything much from outside all that often. Maybe when the Reiss family held the Coordinate it was possible, but we saw Zeke climbing over Wall Rose, so I doubt he lived at Utgard. If he did, he would have had all the time in the world to snoop around and find out about 3dmg, but instead he was surprised by it when he saw Mike.
Besides Zeke climbing the wall instead of defending the place where he's supposedly living, the underground city also failed to thrive and became a slum instead. If there was anyone smuggling stuff in from the outside world, I'm sure Levi would have noticed-- and he's an Ackerman. So if that turns out to be true, he should remember it.
King Fritz' wine is very likely from the same vineyard, but for one, it doesn't have to be the same year's production of wine, and second, a good wine will keep for a very long time. Meanwhile, the cans of saltwater fish we saw at Utgard would probably spoil inside, but also might not. So I agree their wine could very well be from outside Wall Maria, but there's no reason to assume it's newly produced. In fact, I'd expect a king to be drinking the most aged high-quality wines available. Until some solid evidence is presented otherwise, I'm going to continue to assume these were stockpiles from the Old World, or at least before the Walls were made. (Failing that, the next thing I'd guess is that either Uri or Frieda might have had the Central MP bring these stockpiles inside, while controlling titans and maybe even Warriors, so they couldn't attack.)