You can check the cell phone coverage maps for the various cell phone companies on their web sites. Last I saw, there is no cell phone coverage in some middle parts of the Long Island Sound because it's too far from land. If you stay closer to the shore, you'll have coverage.
There are parts of the south shore of Long Island in the Atlantic Ocean near Fire Island that also have limited or no cell phone coverage.
I've sailed around Long Island 4 times in 4 years, each trip a progressive vacation where we take the sailboat as far as we can go until our vacation runs out. Then we leave the sailboat and return to home and jobs for the week. The next weekend we go back to the sailboat and continue the journey, returning back to our jobs during the week.
Our trip starts on the Long Island south shore (exit the Great South Bay at the Fire Island Inlet), typically goes to Montauk Harbor on the first leg, eventually coming back by way of the East River (NYC), New York Harbor, etc.
I've had cell phone coverage for almost that entire trip, including wireless data coverage while at a dock or mooring.