When the lady in the black shirt is about to jump off the bridge, she receives a call and answers the phone. She keeps talking, but the screen is on "home", showing the menu items which means that the phone is not receiving a call.
The pilots state that one of the landing gear can't retract. The landing gear indicator - shown in excellent close-up - has three green lights and one red - this means three gear are down and fully locked and one is retracted. A proper combination would be three red and one flickering light.
It is stated that the aircraft can't get permission for an emergency landing at any airport. The problem with this is twofold. First, it's hard to find a reason why no Spanish airport would allow an emergency landing of an aircraft with damaged landing gear (it would be somewhat reasonable in case of, say, an epidemic outbreak aboard the plane, but not in the case of a mechanical malfunction). Second, even if the Spanish authorities for some convoluted reason won't give the crew a permission to land, a flight from Madrid to Mexico City has enough fuel on board to reach literally hundreds of available airports throughout Europe, including some of the largest airports in the world (Heathrow, Amsterdam-Schiphol, Paris-CDG, Frankfurt or even Istanbul-Ataturk) perfectly prepared to deal with an A340 with mechanical problems.