I, along with my sister-in law and two very small children, will be arriving via an Allegiant air flight at noon on a Saturday. We will then be heading to STX on Jet Blue at a 2PM flight. They are separate tickets and we will have checked luggage since this is a relocation for my brother's family. Will we have to exit the terminals, pick up the luggage then go back through security? Also, will we have to clear customs flying from SJU to STX? Any hints to make this easier?