Hummingbirds fly to and from Central America. They do build up fat for the trip, but the amount hardly seems to be enough for them to make it. An observation that dragonflies make a similar journey in the Indian ocean of 500-1200 kilometers suggests two theories.
The dragonflies use wind currents, so that is one solution. Birds follow them and eat them as they go.
So a second theory is that there is some as yet unknown insect which makes a journey over the Gulf at about the time of hummingbird migration, thus supplying them with sustenance while on their trip. There are some islands along the way, but they don’t have a huge influx of hummingbirds during the time of the trip. But they might serve as bases for insects which the hummingbirds might eat on the fly.