Christian has it right. As an alternative, you can add about 20 minutes to your trip and drive around through Riverhead. This way you will see the vineyards of the North Fork. (The northernmost road in the North Fork is a lot faster than the southern one through the little villages)
South ferry in Northaven to Shelter Island, stay on 114 to the North ferry to Greenport. Two different ferry companies, so don't get a round trip at the South ferry. Get a one way both times.
2 ferries. North and south on 114
Only ferrys to Shelter Island
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