4G ROUTER

If your supplier (Vodafone etc) has an agreement with a spanish supplier, it should work fine. But you are roaming, so it will cost you dearly. 

As Sveinb says, as long as there is a roaming agreement - but you’ll need a mortgage to finance it.  You’d be better off buying a pay as you go data only SIM here and using it - be a hell of a lot cheaper.

Assuming the UK SIM you want to use is in a mobile phone, why not just hotspot with the phone?  No need for a router.  Especially if you are talking about a shortish visit and your UK provider still allows roam-like-home.  Obviously if you outstay any roam-like-home limits then getting a Spanish SIM would be much more efficient, as per Dario and Sveinb above. 

We used to do this because I have unlimited data (v high fair use for international roaming) but got a router and Spanish sim so my partner could use the internet while I was out (and using it as a hotspot drained the batt all the time). So - not impossible to use iPhone as a solution but a nuisance.