I've been to Cozumel several times, but don't remember seeing any Quilt shops there.
If you decide to go on an Alaskan cruise, I can give you several quilt shops up there. I've brought back tons of fabric from different ports in Alaska.
You may try posting a question on www dot cruisecritic dot com in some of the port sections. Lots of very helpful people on there that may be able to give you some information. I've gotten lots of great help on there. Sometimes there are locals who will respond to questions posted on there. I can honestly say that I've not seen anything on there regarding quilt stores in the Caribbean though.