Lefly Try changing flight 2 to end in London. Then add a third flight for LHR-MAD on 22nd Nov, that worked for me, but not finding as cheap as you mention.

Another thing I try is to note the flight numbers as far as London from the BCN version. Replace the cities with the flight numbers you have, then use google flights to find the LHR-MAD sector you want, and add that flight number.

I’m not sure you’re doing anything wrong, Matrix is great but not perfect, I think you just need to try different methods to get to where you want to be.