An interesting detour from Empalme del Valle will take you past Vadillo Castril village to the Puente de las Herrerías bridge (7km) and then 11km on southward along a good gravel-and-dirt road through the forests to the source of the Guadalquivir, where Andalucía's longest river begins its 657km journey to the Atlantic Ocean as a pool in a shady green nook of the hills.
From here you can, if you like, continue 9km east then south (on similar roads) to Cabañas, which, at 2027m, is one of the highest peaks in the park (it's a 3km round-trip walk of about 1½ hours from the road to the summit and back). Or you can head west then north back to Cazorla (26km) via the Puerto Lorente pass, on good gravel-and-dirt roads most of the way.