Stuck! What to do with last 3 nights.

You haven't allowed much time in Barcelona, given that you'll probably be sleep-deprived and jetlagged on your first (partial) day there. Barcelona is a lively city with all sorts of funky architecture, plus nearby beaches. If you're up for a smaller city, Girona is less than an hour away by train and has a really lovely historic district, including a wall you can walk on. Lots of cafes and restaurants with sidewalk tables. Although it can be rather hot in Catalunya in the summer, it is normally substantially cooler than Madrid and Andalucía, so you might want to pad that part of your trip, perhaps pushing all of your Madrid time to the end of the trip. You could also take a side-trip from Barcelona to Montserrat, where there are nice walks. I'm assuming the altitude would make for cooler temperatures there.

Although Toledo is my favorite town in Madrid's orbit, there are two other really nice options: Segovia and Cuenca. Segovia can be a spur-of-the-moment decision since inexpensive rail fares are always available. Cuenca is on the AVE line between Madrid and Valencia and is therefore a viable day-trip. You can get relatively inexpensive tickets if you buy the non-refundable/non-changeable sort way in advance. Otherwise, the AVE fare would really be too costly for a day-trip. The less expensive trains are much slower and not an option for a quick visit.

In Andalucía you could also consider Seville and/or Cordoba. But you're right about the heat.

If you haven't taken care of your Alhambra tickets, you need to get on that just as soon as your dates are totally firm. Sell-outs are common.

I'd

3rd To Malaga or Ronda
4th To Cordoba
5th To Madrid
6th Depart Madrid

Thanks acraven and djp_syd!