1) Instead of Aerodynamics Malaga, try
www.aeroclubmalaga.com, which is much cheaper. They used to charge 83eur/hr, wet. (a few months ago). They require a probation flight and that's all.
2) The warning says that VFR are not allowed to land at Malaga Int. Airport, but you can fly both inside and outside the CTR, or even overfly the runway or cross the QMS without any problem.
3) Gran Canaria is a nice place, but there are not many places where you can go without being over the sea with a single engine. Yeah, itīs true that you can go to Morocco/Sahara or Mautitanie... but...
Good luck.