In that case, what you need to do is have your lawyer write a letter and attach invitation from SEF for biometric interview. You should have zero problem getting across border and then you can chill in Algarve until your appointment comes up.
Yes, it is a pet peeve of mine that GV are not a priority. Even worse, it seems D7 get more preferential treatment for some reason. For a country that wants people to invest there, not really the smartest move to delay putting those people into the country… IMHO
When did you get you pre-approval from SEF?