The idea of connecting on BA to GIB is a good one, but the schedule doesn't normally work very well for transatlantic connections.

An alternate suggestion is to connect to an AA transatlantic flight to Madrid, then you will be able to get a quick connection on IB (a OW carrier) to Malaga (AGP), which is a couple of hours drive to GIB...pretty decent through fares on AA to AGP normally available too !