If Aerodynamics are telling you that they can run a CPL course but the test would have to be done in the UK, you should be very wary. The UK CAA will not allocate an examiner to conduct a Skill Test unless the training has been completed at a UK approved FTO. Furthermore, I assume that you are prepared to complete the theoretical knowledge examinations in Spain and to have the licence issued by the DGAC - will they accept a Skill Test conducted by an examiner from another State for licence issue?
The instrument rating is not a problem but all licence training must be completed in the State of Licence Issue - you cannot mix and match (except where there is a specific agreement in place, as between the UK CAA and the IAA)