www.europcar.es
If you decide to go with them, everything can be done on line.
When you first put in Alicante Railway station as the pick up point, it will automatically flag up Alicante Railway station for the return.
Click on the return Alicante Railway station box for a list of alternates; these include Alicante Airport...
Pick up and return to a different address means the hire cost is a little more, but I use Europcar almost exclusively, and have always found them to be very good.
Hope this helps...
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