My Spanish is not that good but translated is says:
"If you do not have legal residence in Spain or Andorra, you CANNOT apply for the visa at this consulate. If your nationality is not Spanish or Andorran, you must present your NIE or residence card in Spain or Andorra."
You Nationality is Spanish so you can apply in Spain.
Financial proof: a bank statement or a certificate of the status of a bank account with a deposit equal to or greater than 500,000 baht
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