Kingshead was an island in the Caribbean Sea, and one of the headquarters of the Royal Navy in the Caribbean. The island was dominated by a large, imposing military fortress surrounded by labyrinthine military structures. In addition to normal soldiers, Black Coats guarded the fortress and its prisoners.
The island has been chosen by Lord Cutler Beckett to be something of his own personal fotress. It is there that the EITC's less-than-legal doings can be kept secret from prying eyes.