You Do Need power plug adapter while traveling from Canary Islands to Azores.

Here is Why You Need An Adapter

The outlet and plug type used in Azores are B, C and F and in Canary Islands are C, E and F. This is how they look like.

Canary Islands

In Canary Islands, outlets of type C, E and F are in use.

Type C

Type E

Type F

Azores

In Azores, outlets of type B, C and F are in use.

Type B

Type C

Type F