Shops are few and very far between in the Algarve as you've probably discovered
There is/was (this time last year) one in Faro that I know of at map location 37.015774, -7.933279
It's rarely open but there was a number on the door that you could call to get the very nice French lady to come down. Last time I was there they had starter kits and a few Ego Ones that I can remember
There's another one listed on Faceache:-
Tabacaria DA BAIXA | Facebook but I've never been there and have no idea if it still exists
If you venture as far as Olhao there is a Media Point shop in the shopping mall that used to stock a few egos and liQuid juice. The same shop is also in Gran Plaza Tavira if you head that way
Albufeira allegedly has one or possibly two stores also
By the way, you need to google cigarro electrônico loja but beware that many shops aren't actually there any more - mostly stuff is bought online from shops in Lisboa or Braga. Portugal is very negative on e-cigs sadly
Hope you get lucky