I would go to Dahab. And I also vote against getting on a LOB. Your own country issued an advisory for all British citizens against going on Egyptian LOBs for the safety issues. Dahab is great, and cheap. Or you could go to Sharm. Or combine the two. Hurgada diving is nothing compared to Dahab, Sharm or the other town mentioned.
I've been to the Azores. Although I haven't dove there, the Azores are great. You can combine whale watching. I've been to Terceira twice which is called the Garden island. It has an exploded volcano ot it, one of only 3 in the world. The city dates back to the 14th century, and is a UNESCO world heritage site.