Hi there. You should just work with a travel agency (like Thomson) to obtain your tickets to Sal or Boa Vista. They will also help obtain your visa. (In reality, you don't need to have a visa before you come to Cape Verde...if you arrive without one from the UK, you simply have to pay for it at the immigration desk when you arrive... BUT it is more expensive to do it that way.) Cape Verde won't turn away citizens of wealthy countries! They want you and your money here. LOL
As far as business licenses etc, you don't need one if your business is in the UK and your clients have paid you there. You are simply one visitor doing an activity with other visitors! You don't need to start a business in Cape Verde to teach a yoga class to your UK clients!!! As you said, it is just a retreat that you have organized from the UK.
On the other hand, if you plan to live here in CV and run your business from CV where you invite people (foreigners or locals) to come to a class you teach here, and if they pay you here in Cape Verde...THEN you will need to register as a business. You will also need a resident visa which you can apply for once you are here.
In this case, what you would do is:
1. Enter Cape Verde as a visitor )i.e. on a vistor's visa which is typically given for 3-6 months. Make sure you have return flight reservations. Do not come on a one-way ticket.
2. Find a place to rent and start living there (get a receipt for a month's electricity that shows your name an address on it).
3. Register your business at Casa da Cidadão and start operations.
4. Go to the police station and apply for a resident visa (you simply show your passport, and proof that you are living here and own a business). Take €100 with you, since that is what the visa costs.
They will typically issue a resident visa for 1 year. After that, you renew for 3 years. In any event, there are no restrictions on travelling to Cape Verde. Even if you overstay on a visitor's visa, you will not likely be found (since they don't come looking for you) and even if they find you and ask you to leave, you simply come back on the next flight with another visitor's visa.
Immigration controls here are very lax especially for citizens of Europe and America. But in most cases, most expats with a business here in CV simply travel back and forth to/from their countries of origin on visitors visas. Few become residents or citizens of CV. But if you plan to live here "permanently", i.e. for the majority of your time, you should make the effort to get a permanent resident visa.
