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Greetings,
Here's the information we found on your arms.
Our comments are limited because we weren't able to make a connection with the Web site you pictured.
We can very rarely know _why_ a particular charge was incorporated into a set of arms. There are exceptions: Some charges were used for cadency (showing familial or feudal relationships), some were used to indicate political associations, and some were chosen to "cant", i.e. to make a sort of visual pun on the owner's surname. The details varied considerable from one time & place to another.
17th and 18th century heraldic scholars invented complicated systems of meanings assigned to every component of a coat of arms, but these systems did not exist in our period. Medieval heralds certainly associated symbolic meanings with certain charges, but their meanings were more abstract and general: courage for lions, piety for the cross, etc. A medieval bestiary would be a good guide to the symbolism that medieval folk might have associated with specific charges.
This means that the crown in your arms doesn't necessarily imply a claim to royalty, and the bear doesn't necessarily mean that your family is connected to Madrid. For the most part, elements in arms can't be attributed a specific meaning.
Arval Benicouer, Walraven van Nijmege, Rouland Carre, and Talan Gwynek contributed to this letter.
We hope this has been helpful.
Sincerely,
Alan Terlep
Academy of S. Gabriel