Hello my friend,
I hope they send you a european device. Ofcourse😉
The thrick is: FIRST login with a pc or other device on your router!
Turn off vpn in the router! Then you should get spain ip. If you can't turn off vpn check ip first and then connect to europea country (spain, portugal etc...)
check if your ip changes, so you know it's changed from usa ton spain.
If ip is changed.
Connect device to route. (Only if you are sure your ip is changed to european country)
Then do setup device and do firmware update etc.
After firmware update box reboot and then you can change vpn on router to ON and or select usa as vpn country.
Or make a wifi hotspot with your mobile phone, then it gets also spain ip right? Cause your phone is connected to 4g/5g and make wifi from it. Connect with box to your phone and should also be good. (If you do this thrick, be sure ethernet/utp cable is not connected!!!)
Let me know how it works out for you,
Goodday my friend
P.s: Use ALWAYS vpn. And if you have nordvpn, then i ADVICE an obfuscated server. (The internet provider can't see then that you use an vpn)