Southern Spain

We stayed in a BnB in Grazelema with a pool. It was very nice and inexpensive, at least when we were there in November. Hosts were incredible. There is a nice view from the pool and common areas for guests to use. Highly Recommend. We enjoyed a walking tour in Grazelema and visited Ronda and Zahara from there. I would think it would be warm enough at that time to swim, but I'd check weather averages. I do not believe the pool was heated, but I also think most in that area wouldn't be. https://www.lamejorana.net/en

Just be sure to read the hotel description carefully, or even email them about whether the pool will be open. Many hotels say that their pools are “seasonal,” I.e., open in the warm months. Usually that means from May 1.

Grazalema is in the mountains at 812 metres above sea level and I would check very carefully if it's likely to be pool weather end March. I wouldn't have thought so. Malaga is likely to be better weather wise and is a vibrant Spanish city of which tourism is only a part. There's the Picasso museum, Thyssen Museum, Alcazaba, Castello, loads of things to do and see so have a look before you dismiss it. https://slowtravelitalyspain.blogspot.com/2019/01/malaga-in-march-day-5-alcazaba.html?m=1
Ronda and Arcos are both beautiful too....but further inland.

I would not think Malaga beaches would be that touristy as the water is too cold still in March

The Parador in Ronda has a pool. I’m not certain if the pool is open the time of year you’re going, or if the Parador has a room for 4. It is right on the main street in Ronda, right at the 1793 new bridge.

I can't vouch for what people consider pool weather, but I do know the pool is open year round at La Mejorana.

If the pool isn't heated, it probably wouldn't be warm enough for more than a very quick dip. Low temps are likely to be in the 40's so even if the water warms up a tad on a warm afternoon, it will be very cold in the morning.