I was in Andalucia for Holy Week 2019. I'm a slow traveler, so the only cities I hit during Holy Week were Cordoba, Cadiz and Seville. I visited other cities before and afterward; I had about a month in total. My lodging rates were elevated in Cadiz and Seville but didn't seem abnormal in Cordoba. Much of my Seville time was after Easter, yet my hotel rate remained high and the city was really busy. Prior to that visit it had been decades since I had been in southern Spain, so I am in no position to say how much busier the area was due to Holy Week/spring break. I think the lodging rates (roughly double the usual, I would guess) in Cadiz and Seville are a clue.
I like to warn other Holy Week travelers that their sightseeing will not be as efficient as usual in cities with a lot of activities because:
- Some sights have abbreviated hours; I sometimes had to make two trips to the same section of a city because nearby sights didn't have the same hours of operation on the day I wanted to visit. I don't think very many places close for entire extra days, but some may. Check websites for indications of Good Friday, Easter, and/or Easter Monday closings. I didn't run into a "nothing is open" situation, but in reviewing my notes I see that I spent Good Friday taking a public bus from Cadiz to Vejer de la Frontera, where I basically just walked around. It's possible I didn't actually go inside any tourist sight that day.
- Large processions seriously affect the maneuverability of pedestrians as well as stopping vehicular traffic. It will sometimes take longer than a map suggests to get from sight to sight. This was a significant factor for me in Seville on a couple of occasions.
- Visitors will naturally want to spend at least a bit of time observing the processions or other special events. That's time that won't be available for traditional sightseeing.
You are flying in and out of Malaga, so at the very least you have to spend one night there (your last night). Malaga is a nice city, though it would be a rare person who rates it with Seville, Granada and Cordoba. If you limit your time in Malaga to one night, you have eight more nights to distribute among other stops. Although I like Ronda, I definitely wouldn't include it here; there just isn't time.
Seville is the largest of the Big 3, and unless there is something very unusual about your situation, it needs more time than Granada and Cordoba. Since I'm not a speedy traveler, I'm not the best at suggesting how to divide eight nights here. Maybe:
Seville: 4 nights
Cordoba: 2 nights (some folks day-trip to Cordoba from Seville)
Granada: 2 nights
Malaga: 1 night
Malaga to Seville is about 2 hours by express train. Trains aren't terribly frequent. Some of them go through Cordoba, so you could start your trip in Cordoba (about an hour from Malaga) if you prefer. You could also start the trip in Granada (under 2 hours from Malaga); this quasi-loop works in either direction. Really, you could put the destinations in any order that's advantageous from the standpoint of hotel rates, ticket availability for the Alhambra, local activities of interest, etc.
Unlike the Malaga-Cordoba-Seville route, buses are about as fast as trains between Malaga and Granada. Since trains aren't frequent, the bus option might turn out to be useful to you. However, buses are more likely to be delayed than trains.
The local tourist offices put together special sightseeing information just for Holy Week once they have solid information about adjustments to operating hours. Those sightseeing lists were available on paper in 2019 and I hope they'll be printing them next year as well. It's a very good idea to swing by the tourist office as soon as you can in each city so you can adjust your sightseeing plan, based on the latest information. I'd expect full-day closures to be reflected on sights' websites before you depart for Spain.