Ahh.. Agua Dulce, spent several winters there in the 90's, fond memories..
Its a near straight sail across to Melilla from there, not sure there's a lot to see, maybe better to take the ferry
from Almeria first to check it out.. I do know local boats make the crossing from Almeria and Almerimar but whether it's for cheap fuel
etc or spectacular night life I don't know..
Doubt you'll encounter problems unless you stray into Algerian waters as they are vigorous enforcers.