TBH i would start with Iberia

I was based in Amsterdam for some years, so when I moved to Madrid (6 yrs ago) i kept flying with FlyingBlue to keep platinium (worth it) and reach to PFL (10 years), making a LOT of unnecessary connections and inconvenient schedules, but now I am 1 year away from PFL and not sure that on cost basis I will keep flying with SkyTeam because as you saw, Air Europas network is not good at all (only if you want to fly to Latam).

Cost wise and network wise to EU and Americas, you will see is best to fly with Iberia (no connections) and they have some direct flights to Asia (that new one to Japan is gold). getting ITA out of Skyteam was a big loss for me as well as Rome was a good connection for my middle east / north africa business trips. and holidays in Italy are a big factor as well

To me it sucks that KL/AF/UX do not have many flights from MAD.