Phil's exposition puts the dressing challenge at the Ronda Flamenca:


We've had a Phil sighting at the Moorish baths, so that's probably where the arch-building takes place. I couldn't find an exact match, but the arches that Marcus/Michael are building are similar to those at the baths.
In the episode preview, Luis/Michelle drive past the Cártama stadium
here.
Emily/Molly are lost
here at the junction of Calle Molino and Calle Soubiron, a block away from the flamenco.
We already knew the Pit Stop at the Mirador de Ronda and the confessional area at the Fuente de Ranas.