I may be wrong, but I think that at Madrid Zoo, or at least there were a few years ago, there are South American sea lions in the dolphinarium complex and then there is a set of exhibits at the other end of the zoo with Californian sea lions, penguins and seals (there were even elephant seals here in the past). Admittedly, these latter exhibits are not very big, but at least they are themed and, although my last visit was a few years ago, they did not look bad. On the other hand, the South American sea lion exhibit follows the brutalist theme of the zoo and is pure concrete, as well as very small. I think that's the exhibit that most urgently needs an upgrade, whether by using the dolphinarium or otherwise. Although to be honest, given the immobility of this zoo or, worse, the typical involution of it, I do not expect much.