Its a European hornet (Vespa crabro), a native species that occurs in many parts of Iberia and can become particularly visible in September and October, when its colonies reach their maximum size. This hornet is peculiar in that it remains active well after dusk; when its dark the workers are blinded by the lights of buildings: they become disoriented and are unable to leave the vicinity of the lights until theyre switched off (but often die there before dawn). European hornets are usually mild-tempered, and they wont sting unless they or their nests come under attack. As a predator, this species is an important piece of the ecological puzzle, immensely useful as a controller of potential pests, and should be respected (some countries have recognised its importance and declared it a protected species). Nests are usually in hollow trees or in unused buildings.
The map shows, by default, Malaga town instead of Mijas: we'll put that right.