Just because call forwarding shows on the phone doesn't mean it was set by the phone. When you go to:
Settings > Phone > Call Forwarding
you will see a spinning gear on the right side of the screen for a few seconds before the Call Forwarding switch or number shows. This is the phone communicating with the carrier to get the Call Forwarding info. The same is true for the Call waiting and Show My Caller ID settings. The info is at the carrier, not on the phone. It can be hacked with no involvement of you phone. Do a Google search for "SS7 Hacking". SS& is short for:
Signalling System No. 7
https://en.wikipedia.org/wiki/Signalling_System_No._7
Your Call Forwarding may have been set by mistake at the carrier but more likely done on purpose to generate revenue at Saint Thomas. When a foreign country receives calls the originating carrier pays them a fee to complete the call. Some small countries have corrupt phone companies that trick people into calling their country so they can collect these fees. One trick is to leave a message with a number to call. When the number is called, the person who answers will try to keep the caller on the line as long as possible, so the charges will be high. Saint Thomas is ideal for this because it uses a US area code (340) so people don't realize it's an international call. In your case, they hacked your carrier's Call Forwarding to generate the calls.