Probably from St. Thomas; I’m sure they have generators though for backup power.
Doing some digging on USVI electricity. It seems to be mostly locally generated from oil, coal and natural gas.
Dept of Energy info page on USVI: https://www.eia.gov/state/?sid=VQ
Virgin Islands Water and Power Authority (WAPA) July 2019 production report: http://www.viwapa.vi/customer-service/megawatt-hours-production-report
From ‘About Us’...
“Today, WAPA produces electrical power at plants on St. Thomas and St. Croix and distributes electrical service through smart grids to customers on St. Thomas, St. Croix, St. John, Hassel Island, and Water Island.”