Hi Teamkruuse,
I've been using the Mercadona delivery service for four years now for the same reason: renting a car solely for shopping would be much more expensive than the delivery fee.
My flat is in Arenales in a community with closed gates, too. Mercadona staff will call you on the phone shortly before they reach your home. I usually wait downstairs to open the gate and show them the way to my flat. (Just because I'm not sure if the automatic door opener will function.)
So far my experience was very good: They came within the chosen delivery period, quality of fresh fruit and vegetables was excellent (not leftovers as one might fear), frozen goods are wrapped separately, staff is very friendly.
One thing that could be criticized: many plastic bags are necessary for wrapping and transport. But from an update on the Mercadona website I've learned that now it's possible to return them for reuse.
https://ayuda.tienda.mercadona.es/hc/es/articles/360000840992-Bolsas-de-pl%C3%A1stico-en-el-pedido-onlineCheers, Monika