You are unlikely to be asked for anything while transiting (i.e. staying airside throughout) within Europe, especially within Schengen. I am not so familiar with Madrid airport, but you may have to pass from one terminal to another and this will possibly include a security check and maybe other checks, including (nowadays) a Covid screening procedure of some sort. However, crucially, travelling from Columbia and on to Germany, you are likely going to have to enter Schengen at Madrid and this may just possibly mean you will have to meet Spanish requirements unless you can somehow remain in transit and effectively/formally never enter Spain. This very much depends on what the arrangements are at Madrid - the best way to find out would be to phone Madrid airport (if you are able to) on +34 913 21 10 00. You would need to explain precisely your itinerary into and out of Madrid. At the German airport you will have to meet all requirements on entry into the country.