Welcome to the Community Forum and thanks for your post. I'm sorry to hear that you are experiencing a problem with your service while abroad in Spain. Apologies as well for this problems with our contact number +447953967967, there is a know issue with this number that our technicians are working to resolve.
You can't manually change the APN setting on iPhones, but you can reset them by going to: Settings > General > Reset > Reset Network Settings.
Has the data roaming issue been resolved since your post?
Please let me know if you are still having a problem with this and I'll look into this for you.