Hi Djard!
A native from Almería is "un almeriense".
In this link you'll find a nice list of "gentilicios" in Spanish: https://lastareasdelcole.files.wordpress.com/2010/05/gentilicios.pdf
Hope you find it helpful
P.S. In Spanish we don't use capital letters for nationalities, gentilicios and the like. So, we don't write *Madrileño, but madrileño.