Well, I have to take up Priscilla's challenge ☺ Yes, I was in Andalucia this year for Semana Santa - Malaga, Sevilla and Cordoba. I was in Malaga for Palm Sunday and all day Monday, then Sevilla for the next 4 days including the Thursday night Madruga and Easter Sunday in Cordoba.
I'd been to Sevilla and Cordoba before. I chose Sevilla because of all the hype around Semana Santa there and Cordoba because it's my favorite city in Spain. I went to Malaga because I wanted to add a new destination and it's also well-known for huge Semana Santa celebrations.
In retrospect, I wish I'd stayed longer in Malaga and avoided Sevilla completely during Semana Santa. I heard that there's a very special Easter Sunday procession in Granada but by the time I made my plans, I couldn't get a hotel in my budget - which had been stretched to the limit because of the 4 nights in Sevilla.
In Malaga, I stayed at the Ibis, good location, comfortable bed, but overall I'd give them a barely passing grade (if you consider it, I'll be happy to provide more details). The room was one-third of what I paid in Sevilla. I enjoyed seeing Malaga's sights and I was enthralled by the processions and the atmosphere (keep in mind that I'm not Christian). When I was too tired to walk any more, I'd go back to my room and stay up for another hour or two watching the processions from a window or, more often, on TV from my bed. In contrast, I found most of the Sevilla processions to be less interesting, less serious, and less organized.
I don't know of any "events" during the week other than the processions. There are lots of them. Each procession has two thrones with life-sized statues, one of Mary and the other of Jesus in various biblical scenes from Easter week (e.g., entering the city on an ass, the Last Supper). Many of them are on display in their churches or brotherhoods during the week at various hours. I never found a schedule, but I quickly learned that an open door and a crowd meant there was something worth seeing.
this website has great information. In Malaga the TI's had booklets with a timetable of all the processions and a map of their routes. I think there was something similar in Sevilla. The processions all have bands, so it's easy to find them, just follow the music. Often the locals gather in anticipation, so if you see crowds waiting, that's another sign that one's coming.
I'm with Priscilla and Kathleen. Skip Morocco and Gibraltar. You'll use up too much time to get there and back. Visit Sevilla before Semana Santa, if you can, or after if that fits better. Add Cordoba to your itinerary, maybe Toledo too.