You Do Need power plug adapter while traveling from Madeira to Vanuatu.

Here is Why You Need An Adapter

The outlet and plug type used in Vanuatu is I and in Madeira are C and F. This is how they look like.

Madeira

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

Type C

Type F

Vanuatu

In Vanuatu, outlets of type I are in use.

Type I