Colombia had a civil war between 1948 and 1957 (known as "La Violencia"), which ended with a truce and a bipartisan "National Front" government. However, this government soon ended up mainly enforcing the interests of the elites, while the lives of the average citizen, especially small farmers, became worse. This made it possible for communist groups remaining from the civil war to gain support and control remote parts of the country, leading to the Colombian Conflict that lasted for over 50 years.
The largest and most successful of these communist rebel groups was called FARC. The central government fought them using the police and the military, but also right-wing paramilitary groups which were extremely brutal and committed far more murders among the civilian population than the communists did. Both the paramilitaries and the communists were directly or indirectly financed via the drug trade.
And while the FARC disarmed in 2017 and the paramilitaries were (at least officially) disbanded in 2009, the conflict has left over 5 million people as "Internally displaced persons" - refugees within their own country. And that is what the Madrigal family history represents: people who were forced to leave their homes and run for their lives because one side in the conflict accused them of supporting the other.
The movie is deliberately unspecific about who the attackers are - they are blurred and you can't tell whether they wear uniforms at all. But the modus operandi - burning down an entire town and murdering or displacing its population - is most characteristic for the paramilitaries.