Here is Tip #6 of "How to Prepare Your Boat for Transport" from the Speitloff / DYT website:
"Tip #6: Protect the outside of your yacht form (sic) soot, salt, etc. with shrink wrap. If your vessel is too large to cover completely, just stick to the most vulnerable areas such as teak and non-skid surfaces. Also cover all stainless steel and chrome fittings or apply an insulator wax to this exposed metal. If possible, remove and store the windshields."
They then add the sentence: "If you’re transporting a sailing yacht: Remove sails or protect them with covers..."
We shipped ours from Genoa to Palm Beach with just the sails off and canvas removed. After pulling up to the freighter for loading in Genoa, we stayed on our boat for the crane lift (exciting!), then got off onto the freighter's cargo deck. We stayed for a couple of hours to button up our boat and spoke at length with the Captain, taking a look around the ship as we had contemplated taking a cabin for the crossing, which in hindsight would have been fun. Yes, every outside surface of the ship is really dirty but the exhaust is as Bill Rouse describes and not belching fiery ash.
Upon arrival in Palm Beach we did have a few globs of heavy grease from the cranes but the boat was pretty clean. I recall only a few of the boats being shipped had shrink-wrap - mostly the power yachts.
That our boat was clean may have been partly due to being washed off by severe thunderstorms they had on reaching Florida. Good news / bad news: the boat was clean but we had $100,000 of lightning damage from the EMF of a nearby hit (not direct). The transport insurance covered it but fully depreciates all equipment because you are no longer a "yacht", with "new-for-old" coverage, you are "marine cargo" with a "no betterment" depreciation clause.
Thus, for example, all electronics, autopilot, radar, etc. were depreciated to $0.00 because they were the original Amel installed 1992 equipment, the damage was in 2015 and electronics are on a 10 year depreciation schedule. We still came out well compensated as they do cover estimated repair labor and I do all my own work. (The estimates were from Palm Beach Yacht Repair contractor$.)
Caveat Emptor - They do not tell you about the depreciation when you sign up! (It may be buried in the fine print.) We happened to transit with another sailboat (similar damage - some 13 boats were hit). That boat's owner was an insurance lawyer - she verified that was indeed the case, as, like us, she had assumed the transit insurance would be the same as her yacht policy and she was not versed in the nuances of marine cargo insurance. Btw, the carrier for Speitloff/DYT is Pantaenius, who also had our regular yacht insurance. Our claim was handled very well, notwithstanding the surprise depreciation clause.
Good luck with your transit.