http://www.saccharumhotel.com/en/the-hotel/saccharum-hotel/the-hotel/

Dolphin and whale watching trips are available from the marina in Calheta.

You may be lucky or unlucky in what you actually get to see, but this is the first time that I have heard of a blue whale being seen:

https://bestofmadeira.wordpress.com/2016/02/14/madeira-news-blue-whale-off-the-calheta-coast/

Here are some links to aerial views of some of the sights of Madeira taken from a drone.

(There is no commentary, so you may wish to turn off the noise soundtrack)

https://www.youtube.com/watch?v=3Pu7uMkmaT0

https://www.youtube.com/watch?v=DWEuzmcGCSY