Think the run to St. Martin would be best unless you had some south in the winds but that is unlikely until summer. A short motor
sail from St. Martin to Anguilla would be less of a problem than giving up the more marginally southern heading to St. Martin.
I was intending on heading to Anguilla in May but even then most of the local sailors who do the run frequently say go to St. Martin first but they are cruisers not on a delivery
. Cost in Anguilla are higher for boats and that could be one of the reasons they all head
for Dutch side of St. Martin and day trip to Anguilla.
Let us all know which way you went and how it was. I'll be very interested as I'll be in the area probably from December til early June.