As a triathlete, I agree that running or cycling on the roads in the BVI is just too crazy of an idea for me. Just the hills would make it horrible, let alone the drivers

I would check out some of the gyms and, while I hate running over an hour on a dreadmill, that's what I would do in the main block of training. If I was in the building block, I would use the dreadmill for half the running and swim or use an indoor cycle for the other half.

There is a track (A.O. Shirley Recreation Ground) at Road Town that you might be able to use.

There's also this site for trail running: https://www.alltrails.com/british-virgin-islands/trail-running

Good luck on your training and marathon.