I phoned the Alsa bus company office in Spain: 902422242 and found out that there weren't any buses from Albufeira to Malaga but there was a bus that went from Faro to Malaga every day from Monday to Sunday at 1:45 a.m.The way to check the schedule of buses from the Algarve to the Costa del Sol is as follows:
Go to the Alsa bus company site: www.alsa.es
Choose a return journey and enter details of your trip in reverse order like this:
1) Spain 2) Malaga for your departure
3) Portugal 4) Faro for your arrival
Put in any travel dates so that you can go through to the next page to get the schedule for the bus service.
I don't know yet if the bus comes through Marbella on its way to Malaga. I haven't been able to find out, at least not from the local Marbella bus station. The Portillo bus company hardly keeps or gives out any information about other bus companies, even those using the Marbella bus station. Let me know if you need that bit of information.
On the way to Spain it will travel through the Estacion de Autobuses Plaza de Armas in Seville.
The Faro bus station in the picture is right next to the Faro train station and in the same building as the Eva Hotel which is very convenient for midnight arrivals or departures. Just along the Algarve coast, the Lagos bus station is right next to the Hotel Marina
For any other travel information use the search box on the blog, just put in your keywords. If you can't find what you are looking for use the contact box below or write to me on the gomarbella contact page.