While I am not positive, I thought I once read that Anthoney's Key Resort will not take cruise ship divers directly...must book thru the cruise line. This also could have been for their dolphin swim. I know that when I stayed at AKR they kept the cruise line folks and the resort guests seperated. In a week's time I think I only saw one group of Cruiser walking down the road to the Dolphin show.
Please let us know what you find as the four island cruise (Coz, GC, Roatan, and Beleize) is one I want to take and dive with friends.
Are you starting your Cruise in Cozumel or in Florida?