(I cleaned up the line breaks)
9N . 2. FREE FLIGHT SEGMENTS WITHIN EACH CONTINENT ARE
10N . LIMITED AS FOLLOWS:
11N .
12N . ---------------------------------------
13N . I CONTINENT I NUMBER OF FREE I
14N . I I FLIGHT SEGMENTS I
15N . ---------------------------------------
16N . I AFRICA I 4 I
17N . ---------------------------------------
18N . I ASIA I 4 I
19N . ---------------------------------------
20N . I NORTH AMERICA I 6 I
21N . ---------------------------------------
22N . I SOUTH AMERICA I 4 I
23N . ---------------------------------------
24N . I SOUTH WEST I 4 I
25N . I PACIFIC I I
26N . ---------------------------------------
27N . I EUROPE/MIDDLE I 4 /SEE NOTE 1./ I
28N . I EAST I I
29N . ---------------------------------------
30N NOTE 1: NO MORE THAN 2 FREE SEGMENTS BETWEEN THE U.K.
31N AND:
32N .
33N .
34N . ALGERIA ARMENIA AZERBAIJAN BAHRAIN BULGARIA CYPRUS
35N .
36N .
37N . EGYPT GEORGIA GREECE IRAN ISRAEL JORDAN
38N .
39N . KUWAIT LEBANON MACEDONIA MALTA MOROCCO OMAN
40N .
41N .
42N . FUNCHAL, PORTUGAL QATAR ROMANIA RUSSIA SAUDIA ARABIA SYRIA
43N .
44N .
45N .
46N . TUNISIA UNITED ARAB EMIRATES UKRAINE YUGOSLAVIA

So the 2 segments involving London are CAI-LHR and LHR-DXB. Spain (MAD-DME-MAD) isn't mentioned.

Or I could be wrong - that would be a first.