Hello Franziska and George,
the Costa del Sol is only in the province of Malaga. Granada has the Costa Tropical and Almeria the Costa de Almeria. Just splitting hairs and nitpicking.
You covered the Costa del Sol quite well. For the rest of the trip to Cabo de Gata (in Almeria), you need to consider the local winds. With very rare exceptions, you have either an Easterly (Levante) or a Westerly (Poniente). The usual
weather pattern is 2 or 3 days of
wind in one direction, then a day of calm and then new wind, which might be from the same direction or not. That's for autumn to spring. In Summer you have in the morning calm, from 2-7 in the afternoon some usually light to medium winds or not and a calm night again. After Cabo de Gata, the
weather systems change a little and are more influenced by the Mistral etc.
The
anchorages you'll need depend on the wind. Going towards
France, you'll want to use the Poniente as much as you can. From Malaga it's about 110 nm to Cabo de Gata or 90 nm to the Bay of Almeria.
I'd try to make it into the Cala Genoves (36N45', 002W07' ) after the cape. A bit shallow but well protected from the Poniente. Make sure the
anchor is set properly, the sand can be hard.
If you don't have the wind or the energy to make it past the cape, anchor in front of Roquetas de Mar marina (36N45.5', 002W36.3') at 4 to 5 m
depth. Well protected against westerlies and a full
service town. Say hello if you're around.
If you just have wind for half the distance or want to have shorter day, you have a few decently protected anchorages close to Calahonda, eg the Ensenada de Zacatín (36N42.4 003W24.1) or between la Herradura and Almuñecar. Navily is quite useful for those. I choose them more or less randomly depending on how I feel that day and how long I want to go on.
If you get caught close to a change of weather and a Levante is coming up, you can expect to need an anchorage for a few day if you don't want to tack against the wind the whole distance.
Between Malaga an Cabo de Gata, some places to wait for the Levante to pass are la Herradura, Salobreña, Balerma, or in front of Almerimar Marina but in my
experience all suffer from swell. Balerma (36N43.7, 002W53.5) is probably the best place to wait for the Levante to pass.
After Cabo de Gata, anchorages protected against easterlies are rare, you basically have Cala San Pedro (36N54.0, 001W58.7) being the first after the cap. 3 Miles to the south you have El Playazo del Rodalquilar (36N51.6, 002W00.2) with good protection against the Poniente.
After this, the next decent anchorage protected against the Levante are in Cala Bardina (37N25.7, 001W30.3) or Punta the la Azohía (37N33.4, 001W10.5) close to
Cartagena. In between you just have the Marina of Garrucha, which is one of the cheaper ones along the coast.
I hope that helps a little.