Sorry you're having such a disappointing time OP. Is it your first holiday away with SS as well?
At least there a few indoor things nearby. Can you look up some other activities nearby, or hire a car and drive to nearest city? Babies are such hard work on holiday, but at least she's still tiny enough to strap into a buggy and hopefully nap while you eat out, go sight seeing or for coffees. It's much harder chasing after a runaway toddler.
If you get on well with SS, maybe leave DH with baby and have some bonding time with SS in arcade?
I remember a holiday in Spain, it rained every day and was too chilly and windy to go out without a jumper. I had to buy cardigans, jackets and macs for everyone as we only had summer clothes and hoodies. The beach was off limits due to dangerous currents and tides, the lifegaurds wouldn't even let us go on sand!
We played games in the holiday flat a lot, and did day-trips to touristy indoor places like caves, an indoor fun pool, shopping mall.
Most holidays I've had with under 4s have been disappointing tbh. We travelled a lot when we just had DS, thinking he'd grow up used to travelling. As a baby he either got ill, or screamed for hours in airports/on planes, or we ran out of nappies or food he liked. Once we got stuck in floods in Croatia, with cars floating past, which was terrifying. And you have to lug so much stuff everywhere. My youngest is now a toddler and I still dread holidays, but we have family abroad and DH loves travel. So I've given up expecting to enjoy holidays until she's 4 or 5. It's so much more fun when they're out of nappies, able to tell you what they want etc.
You'll have so many chances for great holidays in the future OP. My DS is 10 now and a massive help with DD, he also has a wonderful sense of humour and is really good company. Even when DD's having a toddler tantrum, he sees the funny side and helps cheer everyone up.