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

Here is Why You Need An Adapter

The outlet and plug type used in Saint Helena is G and in Cayman Islands are A and B. This is how they look like.

Cayman Islands

In Cayman Islands, outlets of type A and B are in use.

Type A

Type B

Saint Helena

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

Type G