I am also a wome¡an traveling alone and understand that the rules change when you are not in a group. I have found Hostal Chelo
to work well and I have not had problems YET on the metro. I am very cautious to the point of not even carrying a wallet or a purse most of the time. I have found that the luggage helps me to maintain my space. Atocha and Gran Vía are on the same route which is great and makes the move simple. From the bus station you have to make one change. I try to travel light although my bag is always heavier by the end of each trip!!
I love books and ceramics and just cannot resist buying something each visit!! Good luck in your search.
I leave in the morning for Spain and am hoping to enjoy some pleasant weather!!