A suggestion that would make your research easier and much more interesting is to focus on the social unrest and on the overall sense of angst, pessimism, and desperation that was so inherent to this Baroque period.
These feelings are illustrated in the dramatic works of the time, and show evidence that the country was going through one of its darkest moments in history. The history behind the chaotic atmosphere of the time is very interesting. That alone can give you enough information that you can use to research further.
During this period, Spain was losing territories in the Netherlands and France among many others. While the country was basically falling apart, the nobles were still selfish and careless, and the social divide between the rich and the poor was huge.
To make matters worse, Don Carlos (Charles II) was made king in 1665. A product of inbreeding, Don Carlos was more of a caricature of a king than a monarch. He had a tongue so large he could not speak properly, was disfigured from birth, could hardly walk, and some say he was also mentally decelerated.
Theatre, which is art imitating life, was the venue through which many artists found a channel to voice the state of mind of the people. This is why you find in many plays, particularly in La Vida es Sueño by Calderón de La Barca, a persistent use of existentialism, sort of like a way to cope with the barricaded lives that the people of Spain were living at the time.
Concisely, try to use how history is illustrated throughout the Baroque period in the use of themes such as pessimism, death and tragedy.