By its availability and deposition dust is a key indicator for past climate variability. Due to the location in the main North African dust corridor, the Canary Islands preserve dust deposits in different geoarchives—for instance in valleys dammed by Quaternary volcanism. These basins act as sediment traps for aeolian, volcanic, and slope-derived material, forming alternating pale, carbonate-enriched (PCLs) and reddish, clay-enriched layers (RCLs). However, the extent to which these sequences retain primary dust signals remains uncertain. We examine the interpretability of locally called vega sediments by disentangling input pathways, post-depositional processes, and geomorphological controls. Two sections on Lanzarote (Teguise, Femés) and the section Vallebrón (Fuerteventura) were investigated using grain-size analysis, XRF and XRD measurements, and IRSL dating. The sequences reveal two dust components: high-intensity dust fall events forming PCLs, and persistent finer dust input preserved in RCLs through kaolinite. Many PCLs originated as loess-like deposits subsequently modified by carbonate redistribution, while clay mineral transformations complicate provenance interpretation. Archive clarity varies with geomorphology, from less distinctly layered, patchy carbonate-enriched succession at Vallebrón to continuous cyclic sequences in Teguise. Overall, these basins preserve both episodic dust events and continuous fine-grained input, offering a valuable framework for reconstructing Late Quaternary dust dynamics.