While John Coltrane’s Andalusian tinge is arguably more Sufi than Romani, the notion of viewing his “spiritual path” through a lens of flamenco rhythms, vocals, and dance is intriguing, and online clips suggest that drummer McGill and his cast will embody it with passion and grace. Part of JazzMadrid, which embellishes November with the likes of Ron Carter, Christian Scott, Roberto Fonseca, and the stark, Goya-hued duo of Peter Brötzmann and Heather Leigh. —E.E.