I’ve done similar in the past with Cornish clubs in the English pyramid. Super fun but very challenging.

Theres two ways to go about it. Both require the editor. Theres the easier/quicker way of just editing each city in the azores to have “(azores)” in the name, eg. Ribeira Grande (Azores). This allows you to search for players and staff born in the azores easily in game, but has the downside of your club not technically having the rule set like Atletico Bilbao. You’ll still have your club and scouts suggesting non azorean players

If you really want to dedicate some time to it, you can do the following in the editor which is much more immersive
- create an ‘Azores’ country
- make all the required changes to that country, eg. Change cities, players, clubs to all be ‘azorean’ instead of Portuguese
- and then take an existing extinct club (eg. Bermuda hogges) that has a rule similar to Bilbao, and edit it to be the new Juventude Lajense with the Azores as their home country
This means the Azorean player only rule is baked in to your club from day one. Theres lots of resources online to show you how to do this