La Residencia used to be Branson's hotel.....(expensive) but it is nicely located, (no real beach) and could still be a tad chilly..... Mallorca has a "spine"" of mountains that runs broadly from the S.W.(Andratax) to the N.E. (Pollenca) and Deia, where this hotel is located is roughly midway, not far from Soller and Puerto de Soller.
I would probably look for somewhere on the East Coast where it should be warmer , Somewhere like Cala D'or or similar.....
April is fairly early..... and it really depends what you are looking for... but I would choose Mallorca over Malaga unless you are keen to visit Granada, Seville, or GIB....... I always find Malaga far more 'blingy' but if that is your thing then why not. Malaga is also a good few hundred miles further south and there are plenty of nice places to stay in Nerja....

Enjoy your Self!