Yes, you can visit the Cape Verde Embassy in Lisbon or in Las Palmas, Gran Canaria. However, you must contact the Embassy you intend visiting before arrival
in the country by emailing them in advance e.g. in Gran Canaria or Lisbon or any other CV Embassy. You need to enquire as to whether they are
open or closed for a holiday or for whatever reason unable to process your request for a visa during your stop-over time. They may only be open for
a few hours in the morning or afternoon or perhaps just open 3 days during that week. You may also be arriving and departing on the same day, which
could also be a Bank Holiday in that country, so the Embassy or Consulate will be shut!
If your appointment to visit the Embassy is in the morning, you should be able return and get your visa the same day, but please email them and ask if that is possible. Some people do this if they have a stop-over or have at least 6hrs of 'Mon-Fri day-time hours' spare before flying on to Cape Verde. However they make an appointment in advance before arrival at the airport.
I am told the visa must be used within 3 days of issue, but please clarify that with the Embassy official when you contact them. Make sure you have
your passport, documents and payment ready. Also check the renewal date on your passport in case there is a query when applying for a visa for
6 months or a multi entry visa for 12 months if your passport expires before the visa runs out!
Gran Canaria: CAPE-VERDE-CONSUATE-LAS-PALMAS
Lisbon : CAPE-VERDE-EMBASSY-LISBON