We had a week in Madeira in May, probably about 6 or 7 years ago. It can get quite misty at times especially up in the hills but often the whole island isn’t affected. i didn’t actually like Funchal, far too crowded and touristy for my liking. We stayed in an apartment in Arco de Calheta along the SW coast. We had the Sunflower guide from the library but mainly used a guide we found in our accommodation to walk the levadas. We had a car, but depending on where you’re travelling to/from it can take a while to get around- due to those pesky mountains across the centre! We drove up to the car park at Pico Areira and did some short walks from there. From what I remember its best to get there as early as poss as its more likely to be in the cloud in the afternoon. I do recall that while we were there we were up above the clouds with the odd view appearing and it really did feel like were on top of the world. One of our best experiences was walking from Arco de Calheta to Loreto, the next little village and discovering there was a local festival on. It also had a lovely little church. If you have a head for heights, which I guess you do considering the walk you are doing, visit Cabo Girao, a bit touristy though not many when we were there. Its a glass floor skywalk extending out over the cliffs.