Berthelot's Pipit Anthus berthelotii
Berthelot's Pipit is endemic to the Canary Islands (with a subspecies on Madeira).
The scalloped wings
The speckled/streaked front and white chin and belly
Berthelot's Pipit with nesting material (and typical walk)
Berthelot's Pipit chasing small Blue butterfly
Pipit with large insect
Typical walking and running styles - usually prefers to run than to fly.
The juvenile Pipit is much browner and with less scalloped wing markings than the greyer-brown adult.
Links:
Meadow Pipit
Tree Pipit
Water Pipit
New Zealand Pipit (no link)
Tawny Pipit (no link yet)