Thousands of demonstrators hold Spanish flags during a protest Sunday in Madrid. Spaniards joined a rally called by right-wing political parties to demand that Socialist Prime Minister Pedro Sanchez step down. “The time of Sanchez’s government is over,” said Popular Party president Pablo Casado, who asked voters to punish Mr. Sanchez’s Socialists in upcoming European, local and regional elections in May. The political tensions come as a highly sensitive trial at Spain’s Supreme Court starts Tuesday for 12 Catalan separatists who face charges, including rebellion, for their roles in a failed secession attempt in 2017. Mr. Sanchez inherited the Catalan crisis from thenPrime Minister Mariano Rajoy, who at the time led the Popular Party.