Question re: BA, Iberia, and Madrid/Barajas
 

I'm trying to help my girlfriend out on this one, any help would be greatly appreciated.

She is taking British Airways from LAX>LHR>MAD and then an Iberia flight from MAD to XRY (Jerez de La Frontera, souther Spain)

When she checked in at LAX, apparently there was some confusion where to get her bags, either MAD or XRY. She says her bag receipt says XRY, but the agent said to "double check" when she gets to Madrid. She has the first two tickets, and needs to check in an get her ticket from MAD to XRY, at the Iberia counter.

Does anyone know if she needs to get her bag in MAD and drop it off at a bag drop for connections or something, or is it safe to assume it's checked straight to XRY, and she just needs to get her boarding pass?

We are both confused, and she is currently in transit.