Hubin's Comprehensive Bibliography of Crime Fiction 1749-1990 lists crime novels by their 'setting' in its second volume. This is mostly places, countries, states and towns with a few other settings like the past, the future, aircraft and academia. Naturally there is an emphasis on America e.g. under 'Massachusetts' Hubin lists 200 thrillers but at the next entry 'Mauritius' just one - J.C. Shill's Murder in Paradise. The section on the Canary Islands is of interest with just these 5:
P. Attlee. Silken Baroness.
R. Harding. Appointment in Tenerife.
R. MacLeod. Legacy from Tenerife.
D. Serafin. Port of Light.
J.M. Walsh. Danger Zone.
Madeira has these:
M. Farnsworth. Castle that Whispered.
E. Ferrars. Skeleton Staff.
E. Ferrars. Witness Before the Fact.
R. Goddard. Past Caring.
Alicen White. Watching Eye.
The sparsely populated Azores throw up just one novel:
Denis Wheatley. They Found Atlantis.