The Sevilla-Madrid train is only about 20-30 mins longer than Sevilla-Málaga, and if you would rather take qualifying TP flights for BAEC (Vueling gets you Avios but not TP), MAD-LON is served by BA, IB, and I2 and has more daily flights (albeit serving only LHR and LGW).

There are 6 AGP-LON flights on 10/5 with BA and subsidiaries I can see still available on Google Flights (and Málaga does give you the BACF 13:50 option to LCY for central London); there are 15 such options for MAD-LON.