You might be able to get your bags checked through if you can convince the USAir counter person when you check in for your flights. You should have the Winair boarding passes available to show them. Also FYI the airport code for St Barth is SBH and the code for Winair is WM.
There are specific instructions for navigating the airport with bags checked through and if you need to retrieve your and recheck. Here are some links:
You can consider a VIP service but with 2+ hours I don't think you need one. Also you DEFINITELY don't if you can check the bags through. Premium IV, AirSXM, St Barth Services are a few who will offer the VIP options.
Hope this helps. Come back if you have more questions.