Innocence Island, the Bahamas’ largest privately held isle, is set for auction at the Trump SoHo New York on May 15 through Concierge Auctions in cooperation with Damianos Sotheby’s International Realty. Located in the Exumas archipelago, the 681-acre island features a six-bedroom house atop the highest rise. The 5,000-square-foot main house has light bamboo hardwood floors and cool blue-and-white furnishings that extend out onto to several alfresco dining decks, which offer panoramic views of the Atlantic. Th…