Ummmmhh, why don´t you try the international party. Thursday night, Palacio de Gaviria . There are people from all around the world living in Madrid in this event, Spaniards as well.
As for your music tastes I am unable to help you, I am another victim of the Caribbean rythims and dances that have invaded Madrid: Merengue, Salsa and Bachata, addictive stuff.

Good luck!