Yes merinos come from Spain originally - but it is hard to find a proper wool shop here! I know one has opened in Malaga, but prior to that it would only be in Madrid or Barcelona. The knitting shops here mainly sell acrylics or if they sell wool it is always super-wash.
Our neighbor have a few sheep - but I don't know what kind they are. And there are a few shepherds down in the village. I've seen one mill on the way from Malaga to Antequera - but we'd gotten lost so I don't know if I can find again
In Denmark I know two organic farmers who raise wool sheep (one merino the other has blue face leister as well as... Mohair goats).
I am dreaming of raising our own sheep some day (maybe soon). But no spinning

I think - I'd rather learn to be really good at dying and felting.