Málaga-Costa del Sol is the busiest airport in Andalusia and the fourth busiest in Spain, with Ryanair, easyJet, Jet2, British Airways and the Nordic leisure carriers filling Terminal 3 through the summer. Trains run along the coast to Fuengirola and into central Málaga, so most passengers are not dependent on transfers. Traffic roughly doubles between February and August, and it is in those peak weeks that turnaround times slip.
Every flight leaving Málaga is an EC 261/2004 case: €250 on routes up to 1,500 km, which covers most of Spain, Portugal, France and Italy, and €400 for the UK, Ireland and Scandinavia. Past three hours' delay you can claim compensation, and past five you can abandon the trip altogether and demand a full refund, including for the segments you no longer want. Airlines cannot make you choose between the compensation and the refund, because the regulation gives you both.
Summer evening departures from Málaga are the ones that run late, and the boarding gate rarely explains why, so ask the handling agent for the delay code or the reason in writing. If you are stuck overnight in August, hotels along the coast fill fast: take the room the airline offers, and if it offers none, book something reasonable and claim it back. Keep your booking reference and boarding pass even after the flight, because Spanish carriers ask for both before paying.

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