Lisboeta here. I'd pick Vancouver out of this list. Just weather and tourist-wise, I think it will be a better outcome.
Barcelona better than Madrid, but it will be packed with overtourism. Too many stinking Americans.
If it has to be Barcelona or the others in Europe, I'd lean towards Rome. Just there in December, which is generally off-season. But somehow they seem to absorb their tourists better.
I was a solo traveler in Madrid in November. I enjoyed it, but then I like art galleries.
Malaga/Marbella is more a beach thing. Great in summer. But that is true for everyone in the country.
Sevilla is awesome and one of my favorite cities in Spain, but in summer you will roast like a rotisserie chicken. Granada's Alhambra is amazing, but the town is a little limited beyond that. However in the mountains there it will be a little cooler in summer.