Checking in to your first stop after leaving the US is fun because the US doesn’t seem to check out small private yachts. I heard people say that it can be done, but when I called USCIS, they insisted that they didn’t clear out small private yachts. Multiple times. I’ve also not met anyone who did clear out of the US. If someone has the right number to call…
After having received a lot of questions from a USCIS officer when entering the USA, I make darn sure that I get cleared out of the USA when leaving. Our local officer is extremely helpful in this way, so it has never been an issue yet.