I once visited Granada during Semana Santa (not knowing that it was that time of year). It was similar to how you’ve described the festivities in Malaga. In Granada, the procession begins at a church at the bottom of the city, and ends at a church at the top, in Albaicin. A couple of incidents still stick in my mind: first, after the procession was over, some of the people carrying the massive statue of the Virgin Mary were sitting on the wall smoking hash and drinking wine. Very jolly local scene. And later that evening, there was a highly entertaining drunken fight between two guys over an impressively massive transwoman (like someone who’d be good on an American football front line). Andalucia is always a fun place to visit.

Not all of the penitentes wear white hoods, by the way. There’s a separate group who lear black. Back in the day, there were also self-flagellators and crucifixion re-enactors, but the Church now discourages that practice.