When we were at Dunn's River Falls we left everything in the van, which was locked. The van drivers "hang out" near the vans while you climb (or walk beside) the falls. The ship isn't docked close enough to walk back.
BTW, there's a small shopping area on the way back to the vans where the vendors are pretty aggressive. It doesn't bother me, but it does bother a lot of people. Just a heads up!
Have a wonderful time!