I have always been very happy for going to Torrevieja, Spain. Theres an olympic pool in the city, good open water possibilities and there is good options for running on dirts around the two salt lakes just outside the city.
Where the olympic swimming pool is at Torrevieja Sports City, there is also a track for doing the running track work.
Most of the roads in the area are with good tarmac. Mostly flat roads, but it is possible to do a few medium hard climbs on 3-10 kilometers length on the 70+ kilometer rides.
I have been there on training camps a lot of times (10+ times) as both a cat 1 cyclist and a triathlete, so I know the area pretty well.
In the smaller towns 15-20 k outside Torrevieja, there are a lot of both small and big cycling clubs in various depth that is always happy to have new athletes training with them.
I know that there is a local triathlon club in Torrevieja, but I have never trained with them. I have only seeing them a few times training in the olympic pool. And some of them looks to be very fast.
I have also been to Lanzarote and Furteventura, but still my go-to place is Torrevieja. I just feel more “at home†there. I dont know if it’s the people there or what it is, but I just feel more comfortable in Torrevieja.
Alicante Airport is situated only 45k north of the city, so it’s an easy transfer with cab, bus or rental car to Torrevieja.
Also, if you wanna go to the real mountains known from the Vuelta (Like the Aintana climb), rent a car, drive an hour to Villajoisa, Calpe or Benidorm and start climbing mountains on 15-26k length. Those mountains takes you from sea level to around 1500m altitude.