The Canaries are off the north west coast of Africa, so winter sun is pretty well guaranteed, but we had a couple of dull days to begin with. Turns out it was dust and sand in the air, coming from the Sahara.
You can click on the map to enlarge it. These are contour maps, so you can see the islands are hilly and volcanic. Lanzarote at the top is largely a lava desert because of a massive eruption in the 18th century.
"From 1730 to 1736 (for 2,053 days), the island was hit by a series of volcanic eruptions, producing 32 new volcanoes in a stretch of 18 km (11 mi). The minister of Yaiza, Don Andrés Lorenzo Curbelo documented the eruption in detail until 1731. Lava covered a quarter of the island's surface, including the most fertile soil and eleven villages. One hundred smaller volcanoes were located in the area called Montañas del Fuego, the "Mountains of Fire".
In 1768, drought affected the deforested island, and winter rains did not fall. Much of the population was forced to emigrate to Cuba and the Americas. Another volcanic eruption occurred within the range of Tiagua in 1824 which was less violent than the major eruption between 1730 and 1736." Wikipedia