For some reason, some articles bubbled up claiming that the Madrid Bombing has "absolutely no ties to Al Qaeda". Either the journalists are extremely gullible, or the Spanish officials are doing their best to spread some butter on this burnt toast.
You don't have to prove a connection, when it is clearly declared. For a message to have actually been delivered from Bin Laden and Co' to his "friends" in Spain several things could have happened which might not end up as tangible evidence:
1. A messenger could have delivered a note. Some tourist, unknowingly passed a note from his Imam to a person he doesn't know. Try finding that tourist, or the note. There is no reason for a trace to exist there.
2. Al Jazira routinely broadcasts messages from terrorists. Some hidden messages could be encoded in the speeches. Some obvious messages could also be delivered and go undetected.
3. Phone calls from phone booths (I’m not sure there are anymore in Spain) are not always detectable
4. Encrypted electronic instant messages
5. Public posts on Islamic web sites can (and usually do) contain hidden messages on strategies, tactics and logistics.
It doesn’t take much to come up with ways to deliver messages undetected, especially not to a destination in a free society. A society that does nothing to defend itself from an unknown enemy such as the Islamic Terror.
Above all, the headlines raise the obvious conclusion that neither the journalists, the politicians nor the investigators care to find such a connection. It sounds like they think this stupid headline is good news somehow.