The mob would have found him in the Bahamas...
Carlito really loses all of his critical-thinking abilities...many of these have been addressed here (ignoring Benny's threat to kill him, not paying attention to Saso's 'tip' that Pachanga is a spy, trusting his coke-head lawyer) but the one that REALLY stood out to me was killing off all the "made guys" in the train station and not considering the consequences.
Let's say, just for grins, that Benny wasn't at the train station, and Carlito and Gail DO make it onto the 11:30 train for Miami. Word would have made it fast to the Italians that he had murdered a bunch of their guys, and the mob has lots of influence in Miami.
Even if he had managed to shimmy thru Florida and get on a plane to the Bahamas, the mafia would have thought nothing of sending a couple of hit men to the islands to finish him off.
Anyone agree? Disagree?