Thanks for your help, Dram and Scepticer!
However, now it seems I'm more lost than before. :-)
I don't have Thermopylae, or any other Volcanic island on the strategic map. After taking Fulcrum, I get access to 11 more islands east of Fulcrum. The mission is to search these islands, but after taking them all, there has been no cutscenes or tasks to find any power stations or the island of Thermopylae. What are the names of the surrounding islands, and do you have any idea what I could have done wrong?