Does your phone show a connection to a Spanish network? If not, what is your basis for saying "roaming is turned on"?
If you have a connection to a Spanish network, the issue could be your spend cap - https://ee.co.uk/help/mobile/manage-use/pay-monthly/set-up-and-manage-spend-cap
If you don't have a Spanish network connection, or you didn't get a welcome text message on arrival, then it's likely roaming is not enabled. The next question in this scenario would be, how did you enable roaming? And are you on PAYG or pay-monthly?
