I've never had my kids in any but I've been looking for a spring break camps in Madrid (week before easter) and haven't found much for my dates but they do have stuff the week AFTER Easter.
Someone recommended "Fast English" in Madrid.
This was recommended in Madrid:
https://laekids.com/
I also saw that the Zoo in Madrid has some different programming, so maybe some summer camps.
In Latin America, this program was HIGHLY recommended in a world-schooling parenting group I'm in:
https://spanishschoolplfm.com/
It's in Guatemala and it's a program for kids and parents to learn Spanish.