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

Here is Why You Need An Adapter

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

New Zealand

In New Zealand, outlets of type I are in use.

Type I

Madeira

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

Type C

Type F