Sarah good is being sarcastic but where did she say she is going once the devil comes to get her?

It's actually Tituba that says Barbados

Sarah good: Oh, is it you, Marshal! I thought sure you be the devil comin’ for us. Could I have a sip of cider for me goin’-away?

Herrick, handing her the flask: And where are you off to, Sarah?

Tituba, as Sarah drinks: We goin’ to Barbados, soon the Devil gits here with the feathers and the wings.

Herrick: Oh? A happy voyage to you.

Sarah Good: A pair of bluebirds wingin’ southerly, the two of us! Oh, it be a grand transformation, Marshal! She raises the flask to drink again.