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Based on the search results provided, I must note a critical geographic distinction:
**The Noche Flamenca de Zambra festival does NOT take place in Madrid.** It occurs in **Zambra, a hamlet in Rute, Córdoba province**, in Andalusia. The search results consistently confirm this is held in the Sports Ground along the Río Anzur in Córdoba, traditionally on the first Saturday of July.
While Madrid has flamenco venues and tablaos that present stylized zambra performances (as mentioned in search result [2]), there is no equivalent to the authentic Noche Flamenca de Zambra festival in Madrid itself.
--- I cannot provide the requested comprehensive travel guide for "flamenco-zambra-nights in Madrid" because:
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