Rick Murchison:Hmmm... must be something very new. I've been diving both places for a while and never had anyone try to discourage my knife or shears.
Yet.
Rick
Cozumel has a no knife rule, I'm pretty sure, but I think shears are ok. Bonaire may not, but after hearing stories of getting your gear confiscated for having gloves, I decided not to chance it. I've always carried shears in my pocket, but now that I have streamlined and don't have a pocket, I carry the Dive Rite Z-knife on my webbing.
http://www.diveriteexpress.com/tools/img/ac2059lg.jpg
I'm not sure if it would cut though a harness.