I do not know the law in Cozumel. Someone doing this, travelling against an official ban, is a severe crime here in Italy. If he carries the virus, it is jail for 12 years!That Dave Dillehay would willingly be the vector to potentially introduce the virus to the island while simultaneously claiming that he isn't scared of anything is not surprising to me in the very least.
It just happened to a pregnant girl here in Parma, Italy. She travelled south despite the ban, for giving birth to her son in her natal city (Bari), where her family is still living.
But she was infected, and caused the infection of personnel in the hospital, so she is now being prosecuted and risks 12 years in jail. Probably she will manage doing just 6...
Info here (in Italian): Coronavirus, da Parma a Bari per partorire alla Mater Dei: neo mamma accusata