I have been to Queen Anne's staircase and the Fort at the top of the Stairs, but it was on a tour. Never walked to it.
I have read of those who have walked and they say its not far.
After being to Nassau several times personally I wouldnt walk anywhere on my own out of the shopping areas. I would grab a taxi if I wanted to go or go in a larger group than 2 people.
But that is just me.
They have really cleaned up the port area compared to how it use to be but I dont know about other areas.
We may walk to the Pirate Museum. Its just a couple blocks behind the straw market and to the right a block. My son has never seen it and I know he would love the weapons at the end of the museum building.
I went to the Straw Market last month when we were there. I got 2 wooden carvings, total of $45 and it stated at $80. They do like to dicker for prices in there!!
My husband loves to dicker with them for prices but I dont. So if I want something I show him and let him take over while I look at something else.
That looks like a nice walking tour. I recognise a few buildings we saw on the Horse and carriage ride and also on a historical tour we did one year.
I am almost done with my FE gifts.

Maybe another hours work, then to assemble them and I am done!! I hope to finish up tomorrow.
Kathy