As to New York I remember reading somewhere that the colonists wrote a letter to William and Mary asking to be given back to the Dutch, as William was Dutch. William was loathe to do this as getting the crown of a nation and then giving part of it to your homeland isn't the best optics. New York's citizens wanted to be free to run their own affairs, so I'd think they'd side with whoever gives them the most local autonomy.
As for the Caribbean, at the times those little specs in the ocean were highly valuable real-estate and I can't see the British just giving them up. James is in a pretty precarious position, it wouldn't be smart to push his luck.
I think you're right on both counts. This makes me think New York goes with James--who is further away than the royal governor in New England.
I think the issue with the Caribbean isn't James pushing for it, so much as that some of the Caribbean planter class might prefer jacobitism. But you're probably right to think this is more likely to mean they wind up emigrating to the Carolinas than actually successfully bringing any of the islands to James.
Oh, by the way, slavery's going to be a hot mess. Not necessarily because James or his followers will push for abolition--sadly, they won't for quite some time at least--as because getting cut off from Britain's slave-trading networks is going to jack up the cost of slaves far and fast. So until they actually get a treaty with Great Britain, importing new slaves will be difficult.
You could, if that's where you want to go with the TL, probably use this to push for reformation of slave treatment; if nothing else, rarity makes value, so the idea that slaves and endentured servants are these mutually irreconcilable categories that Virginia, for example, tried to establish after Bacon's Rebellion, might not seem practical. Even reforming the laws to treat slaves and white indentured servants more equally could very well have huge, and I'd say probably positive, nock-on effects later.
But that's a best case: probably more likely that the planter aristocracy tries to go on as they have thus far and pushes James to slap together a quick trade treaty with... basically anybody who's got a stake in the slave trade.
And obviously, this is a bigger deal for [relatively new] Carolina and [well-established] Virginia than it is for Pennsylvania. Abolition in Pennsylvania will happen soon regardless due to the quaker influence.