Similar to what others report, I've been in and out of CZM twice in the past couple months (from HOU and ORD). You go straight into immigration, then there is a small baggage claim, through customs and out to an area where people try to get you to take their company's bus/taxi. I believe you'd have to walk down to your left once out the doors and get back into the airport, where there is security (doesn't take as long as U.S. security that I've seen but still can be a line) and walk into the departure area. I don't think you could talk your way into the departure lounge. Good luck.