The ending makes. no. sense.

At the end of "In God's Hands", a Mexican skiff takes Shane Dorian offshore.

Shane has brought a surfboard, a cowboy hat, a leather bag and a sleeping bag.
Shane waxes his surfboard and puts on his wetsuit, with flashbacks of prior scenes.

He ties the leather bag and sleeping bag to a red buoy, and throws the buoy in the water.

The buoy floats away, dragging the (very wet) sleeping bag and leather bag.

The next shot shows Shane continuing to adjust his wetsuit. Continuity goof: The sleeping bag and leather bag are visible under the surfboard.

The boat captain says that the waves are very big and that there are witches (brujas) in the rocks.

Shane gives the captain his cowboy hat, and jumps in the water with his board.
Then, the boat captain drives off, leaving Shane in the water.

He catches a huge wave.
~THE END~

Did he go back to shore or not?

And if so, did he care to find his stuff that floated away with the buoy? Why the business with the buoy to begin with?