Oddly, Coco Cay is pretty isolated from Great Harbor, or at least it was when we've been there. It is sort of "around the corner" from GHC, and the passengers are just ferried ashore for a day on the beach there, then right back out to the ship. they don't come into GHC at all. Only impact is weaving your way through the anchored ships on your way to somewhere else like Hoffmans, watching out for the jet skis etc.
We anchored outside the Marina Entrance in Bullocks Harbor (I think that is it's name) and just passed by Coco Cay.
Agreed that Chub could be a good way stop, though expensive.