Hej Rusco, yes, basically all places with active subduction ("ring of fire") are at risk for major earthquakes. The big 2004 one was linked to that, the 2011 Japan quake, and also the recent Nepal quake, as India is currently "sliding" under the Eurasion plate.
The island you refer to might be La Palma in the Canaries, and all of these islands have a history for major landslides, which then might trigger tsunamis. However, how much risk the island poses is far from agreed upon. Most researchers believe that the risk is not very high, actually.
I envy you for having climbed Etna! That´s pretty high on my list of things to do.. Sicily... hmmm. Not only for the volcano

But yeah, it´s pretty great I think to walk along fresh magmatic rocks and see the landscape changing so fast and powerful. Usually puts things into perspective for me