Flying through Spain to Italy and COVID Rules
 

I will be flying to Bologna, Italy with a connecting flight out of Madrid. It has been years since I had a connecting flight through a country different from my final destination. Will I have to go through immigration control in Madrid? I have read that Spain still requires proof of vaccination or a Negative Covid test. Italy no longer has such requirements. American Airlines is telling me I don't have to do anything.

You are exempt from the COVID rules for Spain because you are in transit. You will go thru immigration as you are entering the Schengen area. There will be no immigration at Bologna.