Scilly Cay is a tourist trap, no beach and expensive. They are known for their rum punches and lobster lunches. At one time, they had entertainment on Wed and Sunday, I don't think that is the case now.
If I were going from SXM, I would take one of the Party Cats, Lambada, Tango, Scooby Doo, Scooby Too. They go to the out islands - Prickley Pear and Sandy Island. We see them passing and everyone looks to be having a blast.
Happy planning,
Ellen