Hi ibianconiglio ... I used to live and sail on the Canary Islands for quite few years and had the pleasure to meet some interesting sailors from all around the globe. Normally if want to reach the Caribbean
you don't visit the Cap Verde Islands you just make a "right" turn before getting there. The best places to eventually get on a boat on the Canary Islands are: Los Cristianos (Teneriffe), Mogan (Gran Canaria) or Puerto Rico (Gran Canaria). The Canary Islands belong to the European Community (Spain) and you will not have to deal with visa and so on. On the other hand, for the Cape Verde
Island you need to start your paperwork, visa etc.
Hope this helps