I think "Millennium Malaga" is now used as a generalisation, as it refers to the location of the airport you fly into for the resorts along that coast.
Any of the resorts are within easy driving distance of Malaga, but as suggested above, best to hold off booking accommodation until an official announcement as to the precise location of the event is made.
You can still book your flights into Malaga now, though. Might save a bob or two.
That is of course provided they don't decide to hold the Spanish leg in Madrid, as they did a couple of years back.