My experience may not be exactly applicable but I can perhaps offer some helpful suggestions based on my experience. I am a US citizen married to a Spanish national. My wife works as a social worker in Spain and I retired here about 5 years ago. My philosophy with my kids was always to encourage them to maintain interest in the arts, math and sciences, athletics and languages. Our son was born in Alicante and grew up here. Just before his 8th birthday he and his mother moved to the US with me and he attended public school there. My son was able to adjust to life in the US, but he always prefered his life and friends in Spain. One major difference was it was easy to get together with friends in Spain, whereas physical separation in the US required making arrangements with parents and driving. As a result he spent a lot of time reading books. In his 3.5 years in the US, he mastered English and speaks with practically no accent. He also played soccer and became and adept skier, mastering slopes that I would never try. Lack of a social life made him pretty miserable his last year there and so my wife and I decided that it would be best (for a number of reasons to return to Alicante for the first year of the ESO, or middle school).
My son attended Joaquin Sorolla elementary school and studied in the Valencian language. Apart from learning another language, in Alicante it is somewhat in vogue for locally born middle class parents to send their children to be taught in Valencian. I was very pleased with his education at Joaquin Sorolla and with the group of friends that he acquired. For the ESO and instituto he went to Jorge Juan and I was also pleased with the education that he received there. In particular, I remember him learning calculus, limits, and some relativity theory in 10th and 11th grades. He took German since he spoke English fluently, and was the only student in his class year to take German (for 6 years). He effectively was tutored in German. We also arranged one interchange with a German student through the school, and along with other interchanges made for summer study, he learned to speak German fluently. Going through public school, my son has friends from all economic levels, races, and interests, and many from the same elementary school. The Spanish educational system is relatively harsh, and about half of his friends didn't make it into high school, but they stay in touch and have remained frirnds and help each other. Many Spanish parents send their children to private schools as they do not want them to get in with the wrong crowd, to make contacts with influential people, and because private schools tend to grade more leniently. In my case, I am happy that things have worked well for us, and that the monet that I haven't spent on private school I have been able to spend on his trips to Germany, music classes, windsurf, rowing, etc. As well as graduate study. My son just finished his first year studying Physics at tje University of Valencia, and is doing well.
As far as music goes, we were fortunate to have an excellent piano teacher, Nuno Kawaguchi, who taught him from when he was 6 until his time in the US, and then when he returned. If your son is serious about music, there are two conservatories in Alicante, the Oscar Espla and guitarrista jose tomas. Getting in is difficult as there is a lot of competition. There are up and down sides to the conservatory as it requires a lot of practice time, but it is a good option for childrwn thinking of making music a career. I believe the conservatories are basically free, paid by the government. Alicante abounds with musicians and has an excellent symphonic band.
Not sure if my experience is helpful. I do not know anything about Estepona, so I can't compare, but I do believe that for my son, we coild not have provided him with a better education ans experiences growing up, even with a lot of money, so I am happy. One last thing tjat is great here, is that there is very little violence or bullying in schools. Much different tnan the US.