Michael,
In Sabinillas you have two good builders merchants that sell good quality shower cubicles:-
Big Mat - from the main roundabout in Sabinillas head towards Manilva about 200 meters up the hill on the right is Big Mat which is al most opposite Sol supermarket. The lady in the bathroom section speaks some english, they have some displays and lots of catalogues.
Ortega Aviles (the spelling may be wrong) - From the main roundabout in Sabinillas go towards Estepona for 100 meters to the next roundabout take the north exit towards the Lidl store go just past Lidl and go into the next entrance on the right.
Upstairs they have some displays and lots of catalogues, they speak english. This is my favorite builders merchants as they are very helpful and friendly in my experience. I do speak some Spanish.
I am there next week and will be ordering a shower cublcle, be aware that the size I need 69 cm x 89 cm (70 x 90) seems to be a standard item but not stocked (7 days order)
Other domestic items white goods TV etc. go to Bernardo Munoz, Gavira, in Sabinillas. They are some other small shops but you will need to walk around they small streets to find them.