I was reading about the Portuguese in India when I came across Alfonso de Albuquerque. The name Albuquerque cannot be that common, so is there a link somehow between Alfonso de Albuquerque and the dukes of Alburquerque in Spain?
Almost certainly not. Afonso de Albuquerque was born around 1453, while the Spanish Duchy of Alburquerque was created by Henry IV of Castile in 1464, for his sort-of-Prime Minister, Beltrán de la Cueva. The Spanish duke still bore the surname "De la Cueva" in 1706, when the city of Albuquerque, New Mexico (originally Alburquerque) was named after him. (Amusingly, there is also a Portuguese Duchy of Albuquerque, but it was created only in 1886).
The surname probably originated from the town of Alburquerque in Spain's Badajoz province which is very close to the Portuguese border. It was not uncommon for people in the Iberian Late Middle Ages to adopt their former town's name as their surname when they moved to a new place.