Upvote:2
That's probably not doable on a single ticket at the moment, but a self connection through Panama City should work.
For example you can Turkish Airline from Nairobi to Panama City (through Istanbul) and Copa from Panama to Nassau.
Another option would be to route with one of the middle eastern carriers (Qatar, Emirate etc) through somewhere in South America (Sao Paolo for example) and then go with COPA through Panama City to Nassau.
You could also try going through Havanna (Cuba) and Moscow, but given the current Russian mess that would be unadvisable.