Iolo ap Dafydd BBC Wales Europe correspondent

Many would argue that certain settlements and towns on the Spanish Costas tend to resemble Rhyl and Blackpool in the sun.

Swap the balmy palm tree-lined promenades for the blustery-wet seafronts we have in Wales and England, and language apart, there would not be a huge difference.

Perhaps that is why so many English people feel at home here.

The O'Malleys had visited Benidorm

Tens of thousands of Dutch, German and British winter in Spain every year.

Many retire permanently to sun themselves after too many depressing dark winters in northern Europe.

Linda, 55, and 42-year-old Anthony O'Malley also had a dream.

They wanted to sell up in Llangollen, Wales, leave their jobs as a used car dealer and shop assistant, and buy a home, eventually, in Spain.

The couple flew on 30 August from Manchester airport to Malaga and hired a blue Fiat Stylo registration 8588 BTT, and drove some 350 miles north towards Benidorm.

Couple's movements:

Aug 30 - Flight from Manchester to Malaga Sep 4 - Linda O'Malley phones daughter in final contact Sep 12 - Hire car not returned to airport as scheduled Sep 13 - O'Malleys fail to show for return flight JMC 11 Sep 23 - Auction for Villajoyosa holiday home unattended

They thought they had found a property in a village called Villajoyosa near Benidorm.

The O'Malleys were due to fly home on 13 September, a day after returning their hired car in Malaga.

The last conversation with a family member in Britain was between Linda and her daughter from her first marriage, Jenny Stewart, on 4 September.

They were reported missing by their families to North Wales Police at Wrexham on 16 September.

Their last positive sighting was with Joanne Miles on the day they were due to return to Llangollen.

According to Joanne, an estate agent for Spanish Property Auctions, they seemed "sensible" and "down-to-earth" people, not remotely "gullible".

Joanne Miles: 'Couple weren't gullible'

There are concerns about a credit card debit trail - before and after - their last sighting by Joanne Miles.

There is also a large sum of money, possibly �18,000 - �20,000, which was said to have been transferred from the couple's Welsh bank account to a new Spanish account, and then withdrawn in Benidorm the next day.

This money was to be spent as down-payment on their new home.

This is where the Spanish police investigation, which started on 2 October is now concentrating.

Another curious and unusual factor in this case is the delay between the Welsh police being notified of the O'Malleys' disappearance on 16 September, then contacting Interpol on 20 September.

Interpol, as their remit allows, liaises between police forces in 178 countries but cannot head any inquiry, just pass on information.

The couple's pets had been tagged for travel

A fuller briefing by North Wales Police was sent to the Spanish Police HQ in Benidorm on 27 September - a full 11 days after Bernard O'Malley, reported his brother and sister-in-law missing.

There were and still are grave concerns about large amounts of debit on the couple's credit card from their Welsh account.

That card has now been stopped.

But transactions took place in supermarkets and department stores days before the Anthony and Linda O'Malley met Joanne Miles, and afterwards, until 19 September.

Two Welsh police officers are in Spain, helping the Spanish with their investigation.

They are also supporting the relatives who came to launch an appeal for help directly to the Spanish people in a news conference in Benidorm on Thursday 2 October.

Quiet dignity

Two more North Wales Police officers will fly to Spain on October 6.

Bernard O'Malley, Anthony's brother, from Widnes in Cheshire, and Linda's other daughter, Nicola Welch, are returning to Britain, content they have done all they can.

Their main priority in coming to Spain was to publicise their concerns. They did that with a quiet dignity.

Their news conference received a massive response in the Spanish media - across all outlets - locally and nationally - on radio, TV and newspapers.

The feeling of Spanish journalists was that the Spanish authorities had been dragging their feet in instigating a search for the O'Malleys.

But the Spanish police allege they knew nothing of that news conference, or hardly any detail until they initiated their inquiry on the same day.

'Simple error'

Under Spanish law they are not allowed to comment on a case while an investigation is under way.

There is also a security threat.

No Spanish police chief relishes being seen on television as that might make him a target for the Basque separatist group ETA.

The truth of the delay of the Spanish investigation is that it might be down a simple error.

For a case to start in Spain, it needs to be lodged officially.

A search for a missing person cannot, technically, start unless that statement has been made.

If that is the case, North Wales Police, their Spanish counterparts and Interpol all share some of the blame that three weeks has elapsed since the O'Malleys disappeared, with a very cold trail - apart from banking transactions - now offering hardly any concrete clues to any force.

Recent telephone calls, though, to an English-language newspaper in Benidorm - the Costa Blanca News - might be another valuable lead.

An English woman called the paper saying she thought she has seen the O'Malleys' blue hire car recently, driven by another English woman.

The Welsh police have been notified.