World Heritage (UNESCO)
Ao fundo, a ilha do Faial
In the background, the Faial Island
Both places are in the Azores Archipelago. The archipelago has 9 islands.
The song was recorded in S. Miguel Island, next to a lake called Lagoa das Sete Cidades while this picture was taken in Pico Island.
You can see more pictures of S. Miguel Island (including the Lagoa das Sete Cidades) here.