Heat the caster sugar and water in a pan for 4-5 minutes, until the sugar has dissolved and the liquid forms a syrup.
Transfer to a food processor and allow to cool slightly.
Add the chopped peeled nectarines, then blend to a puree. Allow to cool.
Place 1-2 slices of Madeira cake into the bottom of each of four serving dishes or bowls and drizzle some of the wine over each. You should use about half of the wine.
Place the mascarpone, icing sugar, the remaining wine and whipped cream into a clean bowl and fold together until smooth.
Add the nectarine puree and gently stir through the mascarpone mixture to create a marbled effect.
Add two thirds of the pieces of unpeeled nectarine and fold through the mixture.
To serve, spoon the mixture over the wine-soaked sponge in each bowl and top with a few pieces of the remaining nectarine.