In any event, the bags are with IB. They may have been returned to their origin if not picked up and carted through customs (presuming that there was a customs inspection to be had) or they may simply be sitting at MAD.
In any event, this is simply an IB baggage services issue.
You were not connecting at MAD and thus this will likely become an air freight issue. But, don't take any steps in that direction until you have reached someone at MAD. Likely during regular business hours.