Spain from Malaga to Madrid

What are your concerns that you are looking for input on?

It's not like you don't have choices; there are a ton of non-stop trains from Malaga
to Madrid on most days, from multiple providers.

For a 2-3 hour train ride, I would not get too worried about the various providers,
but someone else may be able to provide more input on Renfe Avlo vs Ouigo vs Iryo
vs Renfe Ave.

I can say Ouigo is a low-priced option, and if you're concerned about a crowded train,
picking 1st class on Ouigo may be no more expensive than 2nd class on other providers.

OUIGO has only second class. You can pay for an inclusive ticket, but you still will be in a crowded train car.