Currently have an itinerary of the following:
We fly into Madrid @ 2pm and depart from Malaga at 11am.
3 nights Madrid - train to Seville,
2 nights Seville,
2 nights Granada,
2 nights Malaga,
I think 4 different hotels is too many. How would you plan this with only 9 nights?
We want to see a soccer game,
Hike at Caminito del Rey,
Visit Alhambra.
I don't know how you could do these cities without 4 different hotels...they're quite far apart. Unless you want to skip Malaga and add those nights to Seville? Also, it would be a shame to miss Cordoba over Malaga. You can day trip from Seville to Cordoba to avoid the 4th hotel.
I can't comment on the soccer or hiking but I'll just stay you have to get your Alhambra tickets well ahead of time. And you didn't say when you're leaving but Andalusia is HOT in the summer, as late as October.
Nine nights isn't enough to cover that much ground, and the obvious place to drop is Malaga (very pleasant, but not the equal of the other destinations). But if you already have your airline tickets or the Caminito del Rey is an absolute must, omitting Malaga isn't really in the cards.
I suppose you could drop Madrid, heading out of town to Cordoba on the day you land in Spain. That's tricky, though, because I wouldn't know how to time a train ticket to Cordoba on that day. You could do Toledo (very historic city) instead. It's much closer to Madrid with really fast train service and not-as-fast, but acceptable bus service (to be used if the trains are all sold out by the time you land).
Or you could, of course, just spend that first night in Madrid for the sake of convenience and not really try to see the city on this trip.
Seville really needs 4 nights even if you don't spend a day taking a side trip to Cordoba. Two nights in Seville would give you just 1-1/2 days, which is terribly inadequate for what many people consider Spain's best tourist destination.
Ok...let's talk futbol.
Madrid and Sevilla have two Premier La Liga teams - expect some difficulty securing tickets, and they will be expensive - especially Real Madrid.
Granada is another Premier La Liga option, having been recently promoted to La Liga Premier from division two.
Malaga play in Liga division three - tickets easier to buy, less expensive but less competitive matches.
If you require a Premier La Liga match, try Atletico Madrid or Granada tickets. A little easier on the budget.