I already linked to the LeMonde report saying that the alleged "orchestrator" of the attacks, Abdelkrim Thami Mejjati/Karim El Mejjati, was French-Moroccan. No other news source appears to be reporting about this. This old El Mundo story mentions him in relation to the Casablanca attacks.

One of the Madrid suspects lived in Germany.

Suspect Mohammed Bekkali grew up in Ireland.

There is also reportedly a link to the Balkans:

According to [investigation by the Italian authorities], mujahedin who participated in the Bosnian civil wars were imported from an al Qaeda training camp near Zenica to help with the bombings in Madrid, and other attacks possibly being planned for the future.

"Their road was from Zenica through Split to Ancona," says the paper, citing Italian authorities who point to the Balkan map found in the Madrid apartment of Syrian-born terrorist mastermind Edin Barakat Yarkas, also know as Abu Dahdah, following the September 11th 2001 attacks. The map highlighted training camps and transport routes from Bosnia to Western Europe...