#9: Note that Madeira is a part of Portugal. That is Lisbon-Madeira is a domestic plane!!!!
So unlees you actully know the way it is organized for this route, you cannor predict if custom clearance is done in Lisbon or in the airport of Madeira.
The most probable is in Lisbon - so that the experience ill be a like the complicated US system where the cathegory "transit passenger" does not rwally exist..
I travelled a lot to EU many times before and never collected my luggage on the transit stop even in the cases I booked the flights from Russia by different air companies;-/ I hope the common rules didn't changed last 2-3 years:-)))
#10. Yes, I know that Madeira is in Portugal and that consequently the Lisbon-Madeira leg will be a domestic flight. But because there is currently no direct flight from Moscow to Madeira, immigration will take place at Lisbon since in this case it's the first point of entry into the European Union/Schengen states both of which Portugal is a member.
The ideal situation from a passenger's point of view/convenience is, of course, for the process to take place at the final point of disembarkation but...... that's not how governments look at it :(