Cross the border into La Linea the fun starts there ! If you can't get laid there you won't get laid anywhere 
Never been but was told that Gib is a virtual Police State where the bored local plod like nothing better than to nab anyone for anything approaching 'fun' and clamp down hard on anyone who tries to supply it, be it drugs or WGs. The police cells are like a military prison, apparently.
La Linea, on the other hand, exists to supply anything of that order within easy reach

The authorities not only know this but encourage it as it keeps their couple of square miles free of it.
Once went to the Isle of Man to visit a mate who'd moved there with work, we thought it'd be a good weekend away with local women to pull etc. On arrival the three of us were frogmarched into a holding area and searched extensively, questioned about drugs etc. before eventually being let go. One of the customs said "We actually clocked you at City Airport and thought you could be bringing something in." I imagine Gibraltar is pretty much the same.