There's nothing but ocean for hours. White light and heat beat down through the plane window. Then shapes appear on the horizon. Two volcano-peaked islands rise out of the water like knees in a bathtub: Santa Maria and São Miguel, the easternmost of the Azores. This archipelago is part of Portugal, but its location - in the middle of the Atlantic - is so remote that arriving here feels like entering the Bermuda Triangle.
The Azores are possibly Europe's most exotic islands. They are the secret gardens of the Atlantic - lush and green, thick with temperate forests which feel almost like rainforest, alive with birds and a rich wildlife. The scenery is beautiful and dramatic: rugged coastlines and empty beaches crashing with waves, which draw in-the-know surfers and Lisboas and few other people, though the Azores islands stay warm all year round.
The largest of the nine islands, São Miguel, is a place of secrets. Agricultural scenes belie hidden crater lakes, steaming hot springs, perfect ocean swells and heart-stopping views. Both landscape and weather are unpredictable, changing every 15 minutes. From the capital of Ponta Delgada, I drive through blazing sunshine to the hot-spring town of Furnas, located in the valley of a volcano. The temperature cools, roads become cobbled, light filters through pine and eucalyptus trees. I pass molten clay bubbling ferociously at the edge of a pale-green lake. Sulphuric steam drifts up towards the treetops. The earth here is so hot it's become a place of gastronomic pilgrimage: locals bake a stew, colzido das Furnas, in this hot earth for five hours, hoisting it from the ground at midday for lunch service in the village restaurants.

I follow hot springs that gush through the village and find forest pathways meandering around Furnas lake. As heavy purple clouds descend, where better to head than somewhere warm and inviting? Soon I am neck-deep in the 39ºC Poça da Dona Beija natural thermal baths. A friend from Japan once told me about the youth-giving qualities of splashing thermal waters on your skin; I see a lady take this one step further and smear her face with orange sulphuric mud, which helps stimulate collagen production. In pursuit of glowing skin, I follow suit. Cool tropical rain falls through lush greenery. Languid crickets chirp in the fresh mountain air. I'm weightless and as warm as toast.
There are more thermal pools nearby, at Furnas Boutique Hotel where I am staying. It was once a public bath, and has been newly restored and refurbished with indoor and outdoor thermal swimming pools, plus a wellness centre and spa. Floor-to-ceiling windows in each room are designed to emphasise the beauty of the surrounding forest and gardens. Everything centres around the grand lobby with its minimal dark-wood bar and the grocery store, which sells locally made products in beautiful jars and packaging. That night, in the hotel's À Terra restaurant, I dine on warm vichyssoise, cheese from neighbouring São Jorge island and baked yams. Coddled in wine and warmth, I sleep deeply.

The next day I hit the winding road and head for Vila Franco do Campo, a sleepy fishing town on the south coast and a jump-off point for divers, whale-watchers and kayakers. Worth a peek is the town's Convento de São Francisco, a convent-turned-hotel that has hardly changed since its holy days in the 17th century. It's a labyrinthine place, gloriously unmodernised. Heavy doors line long corridors, behind which lie vast rooms with four-posters, antique chairs and wood-burning stoves. Walls are weathered by time and salty air. Downstairs is an eccentric lounge beneath stone arches, complete with altar, red-velvet upholstery and oil paintings of Saint Francis. A vast hall with an enormous fireplace and absolutely nothing else is calling out for a lavish party, à la Sorrentino's The Great Beauty.
Down at Vila Franca marina I'm met by divemaster Pedro. We don full wetsuits and jump into a red speedboat, holding on tight as we hurtle across the Atlantic. Our destination is the half-pitched volcanic crater sticking out of the water just a few miles away. In high summer this is a pleasure dome: a place for daytrippers to swim in the crater pool and bask on its rocky edges. Off-season, it's a wild, brutal face of auburn rock washed in churning white swell. I fall backwards over the side of the boat into the seemingly bottomless water, and find myself surrounded by shoals of glistening silver fish, flitting between shafts of light. Is this Atlantis embodied, I wonder, or am I entering a Bond villain HQ? As we drive back I do feel like a Bond girl, wetsuit to the waist, riding high, boat smacking the waves.

A drive along the island's north coast takes me through tea plantations and surf beaches. Sitting alone on a clifftop is the Santa Bárbara Eco-Beach Resort: a chic hotel focused on the surf, mountains and nature of the Azores, there are 14 glass-fronted cabins that have uninterrupted sea views. The architecture blends seamlessly with the volcanic landscape. The spacious restaurant, with its petrified-wood and traditional-cork interior, is said to have the best sashimi on the island. With the Atlantic on São Miguel's doorstep, here chefs have the pick of the catch: one day's haul includes freshly foraged limpets on coiled seabass with butterfish and fresh tamarillo.

As I sip my café dublo in the modernist bar looking out to sea, I'm met by Jorge Valério. He is a São Miguel local who knows the island inside out. Along with his business partner, Lisa Moreira, he runs Holistika, a bespoke Azores islands tour specialist. Valério decides what I need to find most on São Miguel is a waterfall, a view and a good glass of wine. Sounds about right. We hit the road, chatting about liberation and landscape, his positivity compelling. Inching down a terrifyingly steep track we find a hidden waterfall. The force of the water has carved sleek sports-car curves into the rock face. On dry days you can swim here, letting the weight of the water pummel your shoulders. Above the cascade, hikers follow knee-tremblingly narrow walkways across the rocks, over volcanic peaks to the sea.
Time and again on this island there's the feeling of passing through a veil, one world to another. Through gaps in the clouds we glimpse the stunning Lagoa do Fogo - a lake in a crater, one minute emerald green, the next azure blue. Empty white sandy beaches wink at me from the shore. As quickly as the view appears, it disappears again: cloudy curtains drawn. We press on up winding roads - time for a sundowner. On the south coast Bar Caloura, just 15 minutes drive from the lake, is a favourite with locals and visitors in-the-know. Next to the bar are steps down into the ocean. People come for a salty dip before a glass of wine and plate of fried horse mackerel, or fresh cheese with chilli sauce.
Over on the west side of the island is Sete Cidades. These two adjacent lakes, one blue and one green, were formed, as the legend goes, from the tears of separated heartbroken lovers, one with blue eyes and the other with green. Sete Cidades Lake Lodge is a place to retreat and recharge, pure cabin porn: three wooden hideaways set in gardens of marigolds and lemon trees, like super-luxe bird hides. With wood burners and huge windows looking out onto a lake or forest, the design is minimal and environmentally sensitive.

A 10-minute drive away, down another impossibly steep road, is the awe-inspiring Termas da Ferraria: thermal baths tucked below a towering cliff. There are two pools, one man-made with warm thermal waters and the other right in the very surf of the Atlantic. Although the sea is rough, I can't say no to a pool literally in the middle of the ocean. There is only one other swimmer. He's chest-deep in the sea, clinging to the iron steps as waves break around his head. Ropes are hooked up to hang onto: the game here is to tether yourself as you're pushed and pulled about by the swell. It's both terrifying and fabulous - a bit like an incredibly painful massage - and leaves me feeling light-headed, relaxed and courageous. I can't decide if I'm in Atlantis*, The Secret Garden* or an Ian Fleming novel. I wind my way back up the cliff, pausing for the view, and realise I'm in all three.

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