We had heard of Nerja but when looking online found several caves closer to Malaga. We are using public transport so if anyone has information on getting out to one of these closet caves to explore in a day trip it would be appreciated!
Cuevas del Tesoro Cuevas Cantal are easy to get to by local bus to Rincón de la Victoria.
This was what we did although a few years ago, so check opening days and times:
https://slowtravelitalyspain.blogspot.com/2020/01/malaga-in-november-day-10-cueva-del.html?m=1