Hi Jenny and welcome to the forum… 🙂
Wow, that is really south for slow worm (Anguis fragilis) I have been here long enough to never say never about anything as Spain always throws up surprises.
However, all distribution maps show this species to be no further south than Guadalajara or Northern Madrid. (Ie it occupies the Northern half of the Iberian peninsular.
I wonder if you have seen the similar creatures such as the skinks or worm lizard..
Do you have a photo? Or, can you get one next time you see one?