I've spent quite a bit of time in Bahamian waters over many years, professionally during the 80's, never been boarded yet, though was approached once near Norman's Cay 5 or so years back - the patrol vessel veered away at the last moment on noticing we had kids aboard our 28 Whitewater. I always check in and do the required paperwork, which is what I think you ought to do while a guest in a foreign country. Then, your firearms are registered with another office, at the port of entry. I can imagine our LEO's would not be too friendly to Bahamians illegally fishing Florida waters either, loading up coolers, as Floridians often do in the Bahamas. Bearing in mind what you say, though.
I did once have a crew member busted by a Bahamian constable for smoking dope. Had to fly the guy out of the country pronto to keep him out of Fox Hill. The constable asked for a few books from our on board library, I was glad that's all he wanted - I wouldn't give him my nautical slide rule which he was fascinated by, this was before the days of GPS!
We used to carry an AR 15, 12 ga, and 336 in .35 at least, in the old days. Presently I'm usually content with just a mini.
I own at least one of your fishing rods, had it for quite a while, it's a nice piece of equipment - A 20# conventional rig that I modified for heavy deep jigging - it's been in the Bahamas a lot.
As for the guys in the article, one has to wonder how they justified "yachting" in such a well known pirate corridor. I do admire the way they fought, however.
How thorough are the boat inspections? If I was thinking about sailing international waters, I would have major modifications done to the interior hulls and walls and cabinet spaces for the sole purpose of concealing firearms and maybe a junk gun or two discriminately placed but available to be found by authorities if a search was done.......