Hi
I spotted a link on one of the forums (not sure witch one) for the ferry to Canaries. When I looked it showed, Mon to Sun but no scheduled sailings. If you do find their is a crossing to canaries, Marrakesh to Tarfaya is along way, Supratours or CTM probably run a service on this route that will be the cheapest option, but the bus will stop to pick people up walking by the road and call at every Town and City on the way, this will make the journey even longer. I would suggest taking a private transfer, faster, more comfort, direct, reliable and safer.
If you need any advice on a transfer company I can let you have the contact details of one we used for airport transfers. Not sure if they will be able to help, but they seem to accommodate most requests. Use the SEND ME AN EMAIL link under the posting.
Enjoy your trip.