What bank is that?
This one:
CIBanco
Av. Lic. Pedro Joaquin Coldwell, Adolfo López Mateos, San Miguel de Cozumel, Q.R., Mexico
+52 987 869 7679
https://maps.google.com/?cid=8275758050881892320
They will give change for the 500s inside after withdrawal from the atm.
If the ATM is out of cash I go to:
HSBC
Av. Lic. Pedro Joaquin Coldwell 780B, Centro, 77600 San Miguel de Cozumel, Q.R., Mexico
+52 55 5721 2222
https://maps.google.com/?cid=853366637369185532
Seems they limit to 15,000 max per transaction.
I've pulled 15,000 in single transactions from 9 different ATMs so far (spread out over 5 winters, info might be out of date for some).
As noted up thread, the ones downtown are more limited.