Sorry can't help you much as I have never stayed at any of the hotels you mentioned. All three are located on Calle Danae so the walking distance would be the same.
The Malecon would be a five minute walk and Zona Colonial is a good ten minute walk or a three minute ride in a publico.
If you don't receive any other replies you could just pay for one night lodging and if you don't like the hotel just move to the next one. For the most part these small hotels never are at full occupancy. You can always find a cheap hotel in SD for the night.
