For all questions about tests: AF/KL will ask for one in Barcelona, even if you have a long transit in MEX. You probably can convince them that you will do a test in MEX, but I would recommend getting one before the flight out of BCN.
If you have a long transit in MEX, then definitely do one in MEX too.
Spain requires only proof of vaccination. This means that you won't be required to test on the way back.
If you are in doubt about the exact rules (not a surprise as they are changing all the time), I would highly recommend the passport/visa feature of Expertflyer Pro. This gives you the exact entry requirements for a country, depending on your nationality, origin and transit country. It's based off Timatic, the program also used by (most) airlines to define what a passenger needs to show during check-in.