To start with, I have to point out that although is not an adverb, except perhaps in a very colloquial usage ("It's bright red. Although, sometimes it turns brownish after a while"). In traditional grammar, it's classified as a conjunction, because it links two clauses ("there are many critics of Halloween" and "it is important to take a look at its positive aspects"). More specifically, it's classified as a subordinating conjunction, because the clause that it introduces is a subordinate clause — specifically an adverb clause: "although there are many critics of Halloween" modifies "it is important to take a look at its positive aspects".
That said, modern scientific analyses of English typically don't recognize subordinating conjunction as a class anymore. The traditional distinction between "prepositions" that (usually) take noun-like complements, "adverb" particles that take no complements, and "subordinating conjunctions" that take clausal complements ignores the many similarities between these. Just as leave, become, send, and think are all considered verbs even though they take completely different kinds of complements, it makes the most sense to consider any word to be a preposition, no matter what complements it takes, provided that the result behaves as a prepositional phrase. (Traditional grammar has difficulty with this, because the only behavior it recognizes for prepositional phrases is that they sometimes modify nouns and sometimes modify other things; this is too vague to be used as the basis of a categorization scheme. But linguists have noted that prepositional phrases differ markedly from adjectives in many respects, for example in that they cannot be modified by very or more. We can say "very centrally located", but not *"very in the middle".)
This approach elegantly handles the fact that many or most traditional "prepositions" also exist as traditional "adverb" particles or as traditional "subordinating conjunctions" (or both), since this is analogous to the way that many verbs can be either transitive or intransitive, or otherwise support multiple patterns of complementation. For example:
I've done it before. [traditional "adverb" particle: no complement]
I did it before the party. [traditional "preposition": noun-phrase complement]
I did it before the party started. [traditional "subordinating conjunction": clause complement]
This approach also helps to explain why your students are confused. In formal English, despite is only used with noun and noun-like complements (not with complete clause complements), but your students, who are less comfortable with it, are overgeneralizing it on the model of prepositions like before.
To address this, I suggest comparing it to the preposition of, which has the same restriction as despite. There are various so-called "compound prepositions" that end in of and that therefore generally behave the same way as despite and of; and conveniently for your purposes, some of these have the same or related meanings, making it easy to see the similarity:
In spite of the many critics of Halloween, it is important to take a look at its positive aspects. [fine]
*In spite of there are many critics of Halloween, it is important to take a look at its positive aspects. [ungrammatical]
Because of the many critics of Halloween, it can be difficult to remember its positive aspects. [fine]
*Because of there are many critics of Halloween, it can be difficult to remember its positive aspects. [ungrammatical; can be fixed by changing "because of" to "because"]
How is one able to think of the relationship of contrast given through "despite" as something analogous to what "in," "by," "through," "at," locate, all of which are so much easier to imagine spatially, which we think of almost statically?
I don't think this is a helpful approach, since (for example) despite and although create exactly the same relationship between their complements and the clauses being modified. The only difference is in the syntactic classes of their complements. So it needs to be explained as a first-level fact about despite and although, not as a consequence of some other fact.
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