If you are already in OVD, I believe your best bet is to fly over MAD or BCN, where you actually have an American Airlines ticketing desk at both airports, and buy there the ZED tkts.
I dont think that IBeria is able to issue an interline ticket for you, even if it is priced and already issued by AA. Mainly because to be able to issue a ZED, you need an IB staff number for issuing it.
But, what you can do is going to the air france check-in with another ZED like MAD-CDG, and I am pretty sure they will aceept it for OVD-CDG.

Also, sometimes IB can prepare an ID90N2 for other airline employee to fly on IB, by calling Interline travel office at the headquarters. This will help you to get over MAD and BCN. These kind of tickets are electronic, so no need to be printed.