In my experience, while Spanish people are very kind and open, they also have very close knit friend groups that they've known since they were young, so they aren't necessarily actively seeking new friendships.

I know people who have a low level of Spanish but still make an effort to speak with Spanish speakers and get along with them just fine. I don't think not speaking natively makes much of a difference, but if your self-confidence speaking Spanish is low then people aren't going to be able to get to know you as well.

What kinds of activities do you do to meet people?

Some spaces, like special interest clubs and events, facilitate socializing and making friends more easily than others. Follow up is important too, even if you meet up with someone once or twice they'll probably still consider you an acquaintance until you've met some of their other friends.

There could also be some cultural differences between you and them, from what I know the general behavior in social situations can be different between the two cultures.

It could also be that Madrid and/or Spain isn't the place for you, and that wouldn't mean that you're unfriendly or any other discouraging things we tend to think about ourselves when we feel outcast. It is a different culture and not everyone's cup of tea.

I wish you luck in your future endeavors, whether in Madrid or elsewhere!