The White Room (1989)

spanishcastlemoviemagic.com

This appears to be a rather long video clip from a group called KLF. They spend a long time driving around London and then some more time driving around the Sierra Nevada mountain range in Granada, finding time to visit the cave dwellings of Guadix and La Calahorra castle.

Their trip to La Calahorra begins down at the Plaza del Ayuntamiento and then one member of the duo, socks tucked into his trousers, walks up to the castle for suitably ambiguous purposes.