See Spain Travel Health for information on Covid related requirements.
As for all travels within Europe, it is recommended to bring the European Health Insurance card.
The airport of La Palma (SPC) has several arrivals a day from other islands:
and 1-2 arrivals a day from Madrid:
In addition, there are direct flights per week with several European hubs:
Amsterdam (Transavia), Barcelona (Ryanair, Vueling), Berlin (Easyjet), Frankfurt (Lufthansa), Paris (Vueling), Zurich (Edelweiss)
From some Nordic cities the company Norwegian has reasonably priced direct flights to Gran Canaria (LPA), from which one can get further with the above mentioned airlines.
Ferrys arrive every day to the harbour of Santa Cruz de La Palma :
More information to come.