I mean how worth this all is also depends how much your making off this adult site is it $X,XXX or $XX,XXX or $XXX,XXX a month that will dictate how worth going through all these extra entities really is. If your listening to DMCA requests your odds of being sued are already extremely small like you said and then if your only making $X,XXX a month your probably not a big target for a lawsuit.
You'll need to check if BVI turns over ownership data for any reason a lot of the Caribbean countries have been forced to change their laws due to pressure from the OECD.