The first example is the mainland. For example the parish of Alcains would be nestled this way: Alcains, Castelo Branco, Beira, Portugal.
Category: Alcains, Beira
The second is the island of Madeira. An example would be Madalena do Mar, Madeira, Portugal (I would list this on a profile as Madalena do Mar, Ponta do Sol, Funchal, Madeira, Portugal which adds the diocese and the county - or Madalena do Mar, Ponta do Sol, Madeira, Portugal which includes the county)
Category: Madalena do Mar, Madeira
The third is the Azores: An example would be Feteiras, Azores, Portugal (I would list this on a profile as Feteiras, Ponta Delgada, São Miguel, Açores, Portugal which also uses the county and the island)
Category: Feteiras, Azores