Hi John and Wendy, thanks for the info & pics.
The shopping centre in your photo is Dos Mares. It's has a large Eroski supermarket and upstairs bars and a food hall. Sometimes there's live music upstairs (think it could be Friday's but not sure) on the terrace alongside the bar. Doesn't start until about 10ish, usually July/august time. There's also a small cinema (showing spanish films) and a games like bowling and balls you hit with a cue on a table! If your kids crave it there is McDonalds and Burger King as well as other food outlets. It's usually buzzing and very easy to get to from SG. Pilar de la Horadada has a small cinema just off the main road, shows english films. Never been but been told it's ok.
It looks like you found the walkway by the mud baths at Lo Pagan. That's a lovely area too. Nearby is a new hotel with a thalassatherapy treatment centre (don't ask - i've no idea!) and across the road is the nature reserve where the flamingos arrive every year. Loads of other birds too. Back towards the motorway is a lovely garden centre. All just along the motorway from SG. Hope you had a great time. Shame about the delays again, but I'm happy as tomorrow I'm off there for a week !!