I got it wrong! I thought the cloud might dissipate during the day. Instead it got progressively wetter and duller. Completely weird for June in Spain. It was cold too! The cupola of San Lorenzo de El Escorial can be seen almost in cloud. Luckily it was open so I had a good look around. Sadly, no photos were allowed inside :o(
To cheer me up, if nobody else, a touch of Jimi at his funkiest! www.youtube.com/watch?v=Elitg1mB5C8