For the future, EU airlines (I say EU because I can't speak for the rest of world without knowledge) are obliged to give you confirmation of denied boarding, do not leave without it, the same you wouldn't leave without a case number for a delayed luggage / damaged.

In this case, you are covered by EU Regulation 261/2004, "Depart from an airport in a third country and are bound to an airport located in the Spanish territory, when the airline is a Community one (Of the European Union)." More info about the claim procedure here: https://www.seguridadaerea.gob.es/en...a-reg.261-2004