Yes, it can be bad in May.
A friend of mine was bringing his boat back from the Bahamas to the Chesapeake in May, 2002. They were off the coast of Georgia
, east of the Gulf Stream when a front rolled over them. The front had three Lows embedded in it, and they combined forces over the Stream. He tried heaving to and fore-reaching, but his main got shredded, so he had to lie ahull for two days, taking knock-downs. They finally were able to limp into Georgetown
, SC. As I recall
, two or three other sailboats were lost
in that storm, with some loss of life.
May can be gentle as a lamb or a total bitch in the area SE of Cape Hatteras.