When Kris and I lived in Madrid thirty-two years ago we worked at a language school that was about eight blocks from our apartment. One of the routes we often took to work took us past a nondescript building with two large oak doors and a small sign beside one of them which identified it as a convent. (Here's the Google map.)
The same sign offered tours during limited hours, but in all the time we lived here, and in our many subsequent visits to Madrid, we never got around to seeing what was inside the Monasterio de las Descalzas Reales. We remedied that this time.