A commenter asked: Why not get a PO Box in St. John?
We tried to get a PO box in St. Thomas and were told at the post office that we had to have a St. Thomas address to get a St. Thomas PO Box. This is definitely untrue, as we know others with USVI PO boxes. There are also Tortola-based services that will open a USVI PO box for you.
We may give it another try in St. John, but there's still a question of cost. Ferry ticket is $45 round trip, plus $5 departure tax for leaving the BVI, and we would have to pay duty unless we got a generous customs agent at the West End ferry terminal on our return. Still, many companies don't ship to the USVI either, although it would definitely open up our options.