Miles Off Target
To be fair to Spanish ATC regarding your vector into a Cb - They do not have the equipment that tells them how bad the Cb formation is, if a clearance is, in your opinion, dangerous, you need to tell them why and request another heading.
Even with equipment on the ground that interprets Cb activity, I honestly believe that it should not be the ATCOs job to use it to vector A/C. I have had many occasions when one A/C will request vectors round a build up, yet the following one will happily fly through it.