Overall, I think Winair is more reliable than a lot of other Caribbean airlines. We did that route on Winair once, but it was a long time ago. From your note, you don't really want to go to SXM, other than as a way to get the ferry to Anguilla? I wonder, since you really want to go to Anguilla, did you check to see if there are any flights from EIS all the way into Anguilla? I don't know.

Winair is based in SXM, so you may want to post this note in the SXM forum also, for overall thoughts on Winair.