1. OP says he purchased a ticket to CDG, but the flight in question operates to MAD. Perhaps there is a connection to CDG, but he has not specified that and it may be important.

2. If the flight is cancelled or significantly delayed, OP is entitled to a full refund to his original form of payment. EC 261/2004 affords him that as an option.

3. If the flight operates, then OP is at the mercy of the UX special waiver with whatever terms and conditions he agreed to with his OTA super-imposed above that.

It is important to remember, having nothing to do with Covid-19, that when one choose to purchase through a third-party, including an opaque third-party vendor such as an OTA, one agrees to that vendor's terms & conditions. Those may be more onerous and less consumer-friendly than one would want, but that leads back to the question of why one chooses to business with them in the first place.

A chargeback will work if the vendor has violated the contractual terms OP agreed to. He will need to read those carefully and point to those should he choose to dispute. An insurance claim will depend on the language of the policy he chose to purchase. When making a claim, he should point to the provision of his contract on which he relies.