You may find a recent list here, for the marine mammals at least :
Article Recent and noteworthy records of Cetacea from the Cape Verde Islands
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Article Recent data on whales and dolphins (Mammalia: Cetacea) from ...
As for the sea turtles, 5 of the 7 species of sea turtles have been spotted at least once in the waters of Cape Verde. All species then, beside the infamous flatback seaturtle which is endemic to the sandy beaches and shallow coastal waters of the Australian continental shelf. And beside Kemp turtle which is estimated to roam in the waters of Cabo Verde, but was never spotted so far.
You can find useful information on the subject in this book:
FERNÁNDEZ-GIL, C. et al. (2013). Espécies marinhas de Cabo Verde. Biotecmar. 132 pp.
It contains nice illustrations and short comments on cetaceans and marine turtles of the Cape Verdes, and also about other marine animals present in the archipelago.
Another good source of information is the journal ZOOLOGIA CABOVERDIANA, in which there are several papers about cetaceans and sea turtles of the Cape Verde Islands; see: