the ultimate activity for action surrounded by waterfalls: Canyoning. https://getyourguide.tp.st/V9Jm9Uz9

Rochão is a tiny, quiet coastal hamlet on Madeira’s rugged north shore, so don’t expect shops, nightlife, or big hotels; think sea views, cliffs and a handful of local homes or a guesthouse. The roads are narrow and steep, so rent a small car and be comfortable with mountain driving or prebook transport, because buses are infrequent. Come for short coastal walks, photo stops and a peaceful break rather than organized activities, and bring sturdy shoes, a light waterproof layer and some cash since amenities can be minimal. Combine it with nearby viewpoints or natural pools to make the short detour worthwhile.