if you are taking the powder formula, I would take enough with you for your trip. Just in case you have trouble finding it in Spain. You should be able to find it when you are over , but there may be a slight difference in the way the formula is made so your baby might not like to drink it, and Spain is a fair distance to be without some milk for your baby to drink. You should be able to get sin lactosa( no lactose) milk , but it might be slightly different.
I'll 2nd Laduques comments about baby clothes in Madrid, the clothes shops in spain for kids are great, there is plenty around sol and Calle de Claudio Coello, has loads of designer shops too.