We have booked a self-catering holiday in Caleta de Fuste for May.
According to this website, there doesn't seem to be much in the way of nightlife there.
Will we be bored at night?

There isn't that much to do to be honest - a few pubs.

That's rubbish. There's loads to do in Caleta. There's 2 areas of bars plus Chipmunk mountain with loads of bars and restaurants. There's always live entertainment in more than one bar and the Barcleo hotel hosts a live show every evening. I too am going back in may and I can't wait.