First of all, there are not that many species, but there are a couple of specialties.
Pararge xiphia is endemic and flies in the winter as well. I've seen it once before on a relatively lush path with trees around. That was at 800 or so meters. This time, however, it was abundant with appr. 20-30 samples on the path between Boca da Encumeada and Boca da Torrinhas. That was at 1500-1600 m. Unfortunately, it was so warm that they never stopped.
The southern version of Pararge aegeria seems to fly most frequently in the Eucalyptus woods, which are found at below 1200(?) m. That species is quite common in winter.
Open and sunny hillsides, especially where flowers are present, is a home to Lycaena phlaeas. Nothing surprising about the location.

The border between Eucaluptus trees and cultivated lands seem to be the home for the Admirals. Both V. atalanta and V. vulcania fly there. They are supposed to be common all over the cultivated land, but I have not witnessed that. Maybe that is a bit different in winter? The latter species seems a bit more active than the former.
The cultivated land is, however, home for Pieris rapae. I have seen only a few isolated samples.
Near the coast line the dominating species is Colias croceus. It can be quite common even in winter. I've also seen Lampides boeticus on a small field near Funchal, but that was a single find and it was not repeated this year. I would not draw too much from that.
Last but not the least is Danaus plexippus. It seems to prefer gardens in Funchal

There are a couple more species that could be theoretically seen in winter, but I have no record of them, so I leave them out.
I've been there four times now - always in the january-february, so my notes are just that - notes. I would not draw too many conclusions from them!
