IB is poor but acceptable and most of the problems are with ground services (if you miss a flight, need re-routing or need re-ticketing). Their planes are fine and inflight service is OK (not great). So you should be fine flying IB (also the new terminal in MAD will be in operation by the time you fly, and that should make things much better).

AY does fly HEL-ATH but it might be seasonal or charter. Also Malev flies BUD-ATH but probably won't join Oneworld in time for this trip.