that end of Algarve does get windy,And is always cooler,using the beach obviously depends on weather but things are starting to settle in to summer mode by May but you can still have a few cloudy days
I'm sure you could use any of the several beaches around Sagres ;) Just need to get info on which one is the best depending on the day
Wind should not be an issue in May.
It was very nice last year, but you can never really know talking about weather.
You have hystorical records on tutiempo.net/en/Climate/SAGRES/2012/85330.htm
Although the wind measures expressed here are much higher than I can recall.
I hope this info helped.
Have a nice holiday
