According to Sedona.biz: (Mal) Wienges is credited with originating the concept of remote production for daytime dramas when he took The Guiding Light to the Bahamas.
His ZoomInfo states that the event happened in 1976.
According to Guiding Light: The Complete Family Album, the show went to Nassau to shoot underwater footage of Peter Chapman (one of the many, many unstable fellows Holly dated in between breaking up and getting back together with Roger) in 1978, and that this was a first for daytime soaps.
Other sources list All My Children going to St. Croix for Tom and Erica's honeymoon, also in 1978, as daytime's first location shoot. (Agnes Nixon had a house in St. Croix and loved to write it into story whenever possible.)
Meanwhile, splitting hairs further, Ryan's Hope claims credit for being the first soap to shoot outside of the country (not sure when the Bahamas became part of the United States; you need a passport to go there, but, okay), travelling to Ireland, again in 1978 (though this site, with photos, has it as December of 1977 which, if true, trumps all of the above).
What can we learn from the maelstrom of conflicting information?
Don't believe what you read on the Internet.