We have never had any trouble and drove down through France to La Manga last week including driving through the centre of Madrid. We have done it for the last nine years.
We stayed on two sites in France and one just south of Madrid.
I don't think there is a specific place . You just don't have Spanish plates.
My parents have been hijacked a few years ago, car+ caravan. It took my mum weeks to recover from shock . It was quick but rather violent. A car passed them and showed them a supposed problem with tyre (typical... but at that time this way to hijack was only starting). My dad pulled up, went out of the car to have a look, by that time the man had taken all of the rear seat, while another guy was trying to get my mum out of the car. She had just a fraction of second to hold the handle to lock the door. Coming back from the back of the caravan my dad had not heard or seen what was going on (he was already partly deaf). The 2 men ran away as soon as they saw they would not get more.
They(my parents) are now locked in whenever they take one of their cars and never ever stop if asked , whatever the problem COULD be.
Not a nice memory indeed. I've had my mum crying a few times thinking of it
Was pulled (literally) by the french customs police the Douane? leaving spain last year. Big gang of them on a temp road block. Group of 3 detached themselves and came to my window and asked if I had alcohol and cigarettes. No I said,(I'm a great liar! with nerves of steel) the female officer replied monsieur you are the perfect man with a glint in her eye. would of been flattering but she was built like one of those prison dykes in that aussie jail saga
earlier leaving Benidorm spanish police tried to stop me..I just ignored him, eyes straight ahead and barrelled on through. Saw him in mirror raise his arms in resignation. If it happened here they would have the helicopters out! What were they thinking! attempting to stop a british gentleman late for a tunnel crossing!