Malaga is great - don’t agree at all with the first poster, I find it much nicer than Barcelona. We’ve been several times with our teens.
The old town is wonderful with beautiful architecture and more bars and restaurants you could ever hope to visit. There are loads of museums but you don’t have to visit them. The castle and fort are great to visit.
You can walk down to the marina where there is lots to see and often craft markets etc.
The centre has tons of shopping which the teens love.
You can walk to the city beach Malagueta but there are nicer ones a short bus ride away. The next beach along has an inflatable water thing in the summer that my teens loved. The next one along that is a fishing village, El Palo, really charming and loads of seafood restaurants.
Malaga Feria is an enormous fair with rides and food tents, it’s on in August (check the dates) and is brilliant fun - the scale of it and the lights are amazing.
it is very hot in August so book somewhere with a pool.
Caminito del Rey gets booked very quickly and might be a bit too hot unless you go early.
Take them to El Pimpi, very instagrammable.
I would highly recommend Malaga as a city break with teens.