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

Here is Why You Need An Adapter

The outlet and plug type used in Saint Helena is G 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

Saint Helena

In Saint Helena, outlets of type G are in use.

Type G