Nassau (capital of The Bahamas) is not in the Bermuda Triangle.
Both are in the western North Atlantic, and the Bahamas archipelago spans a large area. But Nassau lies well south of the Triangle's typical southern vertex (Puerto Rico) and west of its eastern vertex (Bermuda).
The Bahamas has its own maritime mysteries (e.g., "Bahamas Triangle" / "Tongue of the Ocean"), but Nassau is not in the classic Bermuda Triangle.