Thanks everyone for your suggestions!
Here is what we did—we had a fantastic time! I’ve also included what I would do differently next time.
We drove from Seville to Rhonda stopping in Zahara to check out the town and climb up to the castle. This was meant to be a full hiking day— but it was pouring rain so we skipped the hiking and arrived to Rhonda early, did some sight seeing and attended a concert at the Guitar House, which was wonderful.
We had a reservation to visit the Pieta Caves— which was well worth the time and then drove to Grazalema to visit the town in the late afternoon.
On our way to Córdoba we drove to and hiked the Caminito del Rey.
We spent two nights in Cordoba, we liked taking our time here, but if you are on a tight schedule, a day trip would be enough to see the main sights.
What I would do differently.
Drive from Seville to Acros de la Frontera for a quick visit. Continue to Grazelama ( side trip to Zaraha if you have time) Spend two nights here to dedicate a day to hiking in the area.
Note: the roads in the area are narrow by North American standards and it can be nerve racking when anticipating on coming traffic around blind corners. It can be a bit daunting if you are not a confident driver.
Visit the Pieta cave
Spend afternoon Sight seeing in Rhonda, guitar house concert.
visit and hike the Caminito del Rey on way to Granada. (Visit Cordoba as a day trip from Seville).