Remember that like Gibraltar, winds can do funny things around a lump of rock which is Madeira. As SR-22 says, beware rapidly shifting winds leading to windshear. The worst I saw (which was luckily in an 'OK' direction) was 40 kts tail at Rosario becoming 25 kts head on short finals, again with a strongish westerly which is the worst direction for this. The figures were taken from the INS readout.
As Nightstop says, 99 times out of a 100 (if you get that many!!!) all the fuss appear to be vastly over-rated, and then......................