There are no markets in Palma Nova or Magaluf.There is a small, and I mean small one, in Calvia on a Monday.Manacor on a Monday dont know how big it is.Worth going to,rather than treking all the way to Alcudia,is the market in Santa Maria del Cami on a Sunday.
You could make a day of it, calling in the designer outlet,just as you come off the dual carriageway for Santa Maria. And the large supermarket just a few miles after youve joined the road going north.I think its called Alcampo or something similar.
Alcudia market is located in the town of Alcudia itself.Not in the tourist area known as Puerto Alcudia where all the hotels are.
I could give you driving instructions,but its easy to find.