How Prince Andrew shared a room at Epstein's Caribbean hideaway with a busty blonde who claimed she was a brain surgeon By Angella Johnson Updated: 21:26 EST, 12 March 2011 The official-looking document, left casually on a desk, marked the beginning of the end for Cathy and Miles Alexander’s eight years managing Jeffrey Epstein’s private Caribbean island, Little St James. ‘It said Warrant of Arrest, in big bold letters,’ recalls Cathy. ‘I picked it up and saw Mr Epstein’s name on it.’