Until you get a response from somebody better equiped to help you out I thought I'd reply. We go to Torremolinos at Easter and there are ample shops, bars and restaurants open then. OK, Torre's not Nerja but it is a resort on the CDS so I would imagine things would be similar to Nerja.

we usually go sometime between the last week in March and the middle of April and although at times it hasn't been very busy, there's always been enough open for us not to get bored for a week. I would imagine that by the time you go towards the end of April lots more will be open.