I appreciate all the helpful input. Based on this, as well as more time spent watching Youtube and reading blog after blog, I've revised my general itinerary. I think this will give me enough time to explore without feeling too rushed.
I don't take hours to pack and unpack like some here seem to do, and walking to and from the train station with my luggage isn't normally a burden to me (I can still enjoy my surroundings while carrying luggage), and I can probably catch a Bolt/Uber if it is, so I don't necessarily consider travel days to be lost as is often mentioned on this site.
Day 1 Arrive in Madrid 11:20am, train to Cordoba 2 hours
Day 2 Cordoba
Day 3 train to Granada 2 hours
Day 4 Granada
Day 5 Granada
Day 6 bus to Malaga 2 hours
Day 7 Day trip Caminito del Rey
Day 8 Malaga
Day 9 train to Seville 2 hours
Day 10 Seville
Day 11 Seville
Day 12 train to Madrid 3 hours
Day 13 Madrid
Day 14 Madrid day trip to Toledo
Day 15 Madrid
Day 16 Leave Madrid morning
It looks like I need to download the Renfe app for trains, and Alsa for buses. Is that correct?
I typically use Airbnb, since I like to have more space, a refrigerator and washing machine, but I'm thinking a hotel or even a hostel with a private room/bath would work well in Cordoba since I won't be there as long. It seems like I should try to stay in the city center in Seville, Cordoba and Granada, but in Malaga I'd love to have a view of the water from a small balcony if possible. I could stay in a hotel there as well if that's the best way to be certain I get a nice view. I haven't even looked into Madrid yet, so I have no idea what part of the city is best for views and ease of moving about and getting to the airport early in the morning. I'd appreciate any suggestions for any of the places I'm planning to stay.
Thank you!