Instructions- Download the zip file to your downloads folder. Unzip the file. Move the CEAW Grand Strategy-v400 application to Applications folder. There is a font provided for the game use Font Book to install font.
IMPORTANT! Previous version games (v3.10 and earlier) can not be opened with CEAW-GS v4.00.
I think the easiest is to just let it be since the message will disappear once USA join the Allies (if not then we need to look closer to it). One reason is that to ensure the message shows up only once then we need to store the event with a date and that means invalidating all existing save games. Germany attacking Portugal happens very very seldom so it might not be worth the effort fixing a cosmetic thing.
If the Azores message doesn't disappear regardless of situation then it's something else because the Allies are supposed to get the Azores at a fixed date in 1943 I think.