An accurate transportation advice (only if you know)

I'm not sure I understand your question. Which "exact" train to take will surely depend on your departure date and time you wish to leave (or arrive).

But, for what it is worth, there are about 20 highspeed, direct (no change needed) trains from Madrid to Sevilla every day. They are operated by Renfe, Iryo and Ouigo, They all take roughly the same time and cost similar prices between the operators (price differences are more based on date and time, and how far in advance you book, not the company running the service). The start and end railway stations are the same (Madrid Atocha and Sevilla Santa Justa), and the onboard experience isn't that different. You could look at each operator's website for details or use "trainline.com" to get information on all three and then book with the one you prefer.

and, Benalmadena and Marbella are not served by train.

By "Exact Train" what exactly are you looking for? You do not give dates or times, so train number/schedule can't be given. For Madrid to Seville for example, as many as forty trains run that route each day, and, I believe, a couple different operators. Trains operated by Renfe, the Spanish train operator would be the most common. What other info do you need?

Seville to Malaga is much the same, except there are only a few direct trains, most options would have you change trains in Cordoba.

Valencia to Barcelona is a direct train.

A little precision would be helpful. As someone who has done, maybe a hundred or more trains, I seldom worry about precise trains so not sure what you are asking.

Think of bus as a very reliable, fast, cheap, clean, modern, safest and very comfortable option for some of these itineraries. So frequently ignored by US visitors, not sure why!

Try using trainline.com to look at the different trains available. It will work for both countries and you can easily book your tickets on this website.