There aren't any really good hurricane holes in the Virgins, maybe Hurricane Hole in the USVI. If a hurricane threatened I'd be inclined to head for the south coast of Puerto Rico, preferably Salinas which has excellent soft mangrove lined anchorages. You would have to be pretty unlucky to get a serious hurricane at this time of year, the season doesn't start until June, and the first one usually comes along in late July or August. September and October are when you really need to worry.