@Foreman
For 2k a night... i can't be of much help but you can check out
www.discoverwatamu.com OR
www.langatalink.com And see if anything there falls anywhere near what you looking for
As for places to visit,Malindi itself is a bit limiting,Maybe just the Vasco da gama pillar.. I find Watamu to have much more to do. You can visit the historical gede ruins,Kipepeo farm,Bio-Ken snake farm,Mida Creek,Watamu marine park(for snorkelling,deep sea fishing etc) and the Arabuko sokoke forest
And after all that,pass by some Giriama village and have a mkebe of the local brew(Uchi) on me...(just kidding

@GG
Langata link it is. I have dealt with them a couple of times and to be honest,they manage the widest range of cottages/houses and i've never found them to be fishy. Maybe it was just one of those weird,twisted cases...
Nevermind what haters say, ignore them til they fade away - Just live your life