We were just there two weeks ago. Follow the dirt road then stay next to the water and you will find the trail. Everyone really enjoyed it while we were there. A group was leaving as we were getting there so we had it all to ourselves besides two other people. I love Diamond Cay as well. We had a great time snorkeling the area and saw a couple rays. We went over to the B-Line Beach Bar and the vibe was really fun there. Played a nice game of corn hole as well.