It sounds like a great detour from the Via de la Plata. I'd love to see the black virgin of Gualalupe, and all the Zurbaráns and Giordanos in the monastery there - once the third most important pilgrimage site in Spain, and the mother house of the Escorial.
The amazing visigothic chapel of Santa Lucía del Tampal is under an hour from Alcuéscar on the VdlP. It's a lovely, mysterious, serene place - a very simple three naved building in a little clearing in the oak woods of the dehesa. It was built on the site of a celtiberian temple to Ataegina, their version of Persephone, the goddess of spring and rebirth. She was apparently a popular goddess in Extremadura, and often associated with healing waters - the Roman reservoir that served Mérida is called Prosephina in her honour, and the Trampal stream has warm springs on it.