I think your best bet would be Three Mile Harbor in East Hampton. I rode
Earl there last year:
THE BIANKA LOG BLOG: GOODBYE EARL!
on my 35 lb Bruce and 100 feet of chain. Which was my plan A never had to resort to plan B, C & D. All the boats (about 10) came through fine at anchor
there. Good holding in 10 to 15 feet of water
and just a few hours from Greenport. Forget Setauket to shallow and to crowded. Mattituck offers excellent protection but, there is not a lot of room once it fills up. Further west on Long Island
Cold Spring Harbor offers lot's of room in 15 -20 feet of water
and protection from every direction except north. Great holding too. Oyster
Bay could be an option too. Port Jeff might be an option if you can't make it further west. I still say Three Mile Harbor would be your best bet. Keep a close eye on the track and pick your spot for minimal fetch and you should be fine.