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

Here is Why You Need An Adapter

The outlet and plug type used in Azores are B, C and F and in Saint Helena is G. This is how they look like.

Saint Helena

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

Type G

Azores

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

Type B

Type C

Type F