Yes, you do need a visa. Here is the link to the information you are seeking from their consulate:
For general information only and does not establish attorney/client privilege
You have a single entry visa! I understand that the Bahamas are not all part of the U. S. This means that you may not be allowed to return to the U. S. Yet, there are very limited exceptions.
I strongly recommend an appointment or teleconference with a competent and experienced immigration and visa attorney before you decide what to do. More facts are needed.
This is general information, not legal advice, and does not create an attorney client relationship.