Azores is quite a bit south of this cable from what is shown in the picture.
* http://www.gcmap.com/mapui?P=LPSI-TXKF-KCHS
The (great circle) route is straight through the Azores.
* https://en.wikipedia.org/wiki/Great-circle_navigation
Whomever made the map for the diagram just drew a straight line from Portugal to Bermuda, which works for a flat surface, but in the real world the world is round, so the shortest distance is often curved (as it appears on a 2D projection).
However this site shows the cable travelling south of the Azores: