Vasco, I'm not sure I'd want to "shelter" on the Hudson at all, anywhere. There's whole houses that come drifting down the Hudson in major storms, no hurricanes needed. And the river traffic, which can mean a loose barge or string. And often no way/place to go ashore if you did need to abandon the boat.
The good news is that the NYC area and north up the river, rarely see strong storms. They're usually spent before they get far inland. Then of course, there was the "hurricane of 1938" that ripped a new hole in Long Island....The area is way overdue for a hundred-year storm.
Gateway Marina (Brooklyn) or the NW shore of LI (Port Washington?) also would come to mind as better options that trying to find an empty spot on the Hudson. You can secure the boat--and get off if you want to.