Check ride in Spanish airspace, Spanish equivalent of the CAA will issue it.
Secondally, do research well in advance of going to another country and what you'll hve to do to work wherever you see yourself.
- Some JAA states ATPL exams aren't recognised in all the other states (i.e. was recently at BGS with a bunch of Italians, they informed me that they were doing their ATPL's in the UK as there were no preconditions attached to ATPL's sat via the CAA, I think there may be an issue for Spain too)
- Check validity with the authority in your chosen country (i.e. UK = CAA)
- Check terms of immigration rules, work permits, etc. As a UK citizen can you work in Ethiopia?