I have not done the Western and could not tell if you are booked for Eastern or western.
Plenty of quality reputable tobacconists on St. Martin with walk-in humidors and genuine merchandise. Both the French side and the Dutch side where the ship docks have these opportunties.
No, they do not sell Habanos on the ship.
As for the hefty fines that everyone warns you about, did these same people also warn you not to drive your car over 70 mph, even lower is some spots? My point is, the law is on the books, and it is called the Trading With The Enemies Act, and it would be hard to imagine getting caught. Getting caught would imply that I had ever been checked by customs when entering the United States. Three cruises and another week on St. Martin since 2000 and I have never remotely come close to being checked.
And the fines would not apply. Unless you have a wholesale quantity and are stocked for distribution. That is the type of person Customs is after. Some tourist who might, if lightning struck, get caught with a box of Cohibas, would be told they were illegal, would apologize and act totally frightened and claim he didnt know because it was legal to buy them, and the customs agent would seize the cigars, telling you they would be impounded and destroyed, and let you off with a warning. Your true real world practical risk is your purchase price. Which can be significant, a few hundred or even more depending on brand and size, per box. Whether Agent smokes them or trashes them is known only to his friends and co-workers.
Others may flame me for these remarks. Your own experiences may have differed. If so, you must have had such a guilty look on your face that I want to play cards with you for big money!!
As for smoking on the Veranda--gotta agree with everyone who says they don't want their dream vacation ruined by your smoke wafting over--so don't, save it for home. And by the way--to make a point to my DS who learned at school that all smoking and tobacco was bad (I used to smoke 2-4 cigars a year, even my Doctors told me there was no health risk to such low amounts), I went ahead and made a big gesture of quitting my occasional cigar habit and donated my remaining stash of Cubans to my neighbor's college age student--who was a huge hit at the SAE house when he got back to campus.
Just my 2 Cents--your mileage may vary.