It was the Persian New Year, known as Naw-Ruz, or New Day, for members of the Baha’i faith — a worldwide religious community of about 7 million with a small group in the Lehigh Valley.

Davis, never shy about his ambitions for Baha Mar, says, “What I want this resort to be is the Art Basel of the Bahamas.” He’d like it to be the music capital, too. To that end, he recently ...