Hah! CJean's from Canada. I'm from the southeastern US, and I wouldn't go to any of those places in late March unless I intended to spend virtually all my time knocking off one museum after another. And the only reason I'd consider doing that is the Schengen 90-day limitation that keeps me from spending as much time as I'd like in Europe during the warmer half of the year.
You can find monthly-average climate charts in the Wikipedia entries for most cities. Take a look at the precipitation data as well as the temperatures. And remember that average temperatures are just that: You'd be likely to have days quite a bit colder as well as quite a bit warmer. When deciding how early or late I dare go somewhere, I don't depend on averages or on anecdotal evidence. I dig into the actual, historical, day-by-day weather statistics available on timeanddate.com. I try to check the most recent five years for the month(s) I'm considering. That gives me a better idea of how cold or hot it might get.
Example: Timeanddate.com March 2021 for Amsterdam: Only three days the entire month with a high temperature of over 55F; for most days the high temperature was down in the 40s. https://www.timeanddate.com/weather/netherlands/amsterdam/historic?month=3&year=2021
Wikipedia says there are only two months of the year when even the average high temperature in Amsterdam reaches 70F: July and August; it's under 72F for both months. The time period covered by those Wikipedia averages cuts off in 2010, so today's averages may well be a degree or two higher; weather has gotten wackier.
At the time of year you're proposing to travel, I'd head to southern Spain (Seville, Cordoba, Cadiz, Malaga, Granada and neighboring towns. Granada will be a bit cooler than the rest because of its altitude. Here's what Seville (warmest spot, I think) was like in March 2021: https://www.timeanddate.com/weather/spain/sevilla/historic?month=3&year=2021
Madrid is quite a bit cooler than Andalucia in the winter and early spring, so I wouldn't choose to go there as early you're planning to travel.