Hola y bien venido!
Shipping things from the UK is not that expensive, I have done it loads of times for various components for my car. English ebay also have loads more parts than Spanish ebay but you have to make sure that the sellers are willing to send to Spain. Most are, but some are not.
About your exhaust. I would replace all of it and not just part of it. Again, English ebay is a good starting point as long as you can find a person willing to send such an item to Spain. Many of the English companies are also very helpfull and if I were you, I would call a company called Jetex. I Have this exhaust system on my car and I am very happy with it.
Be carefull when modifying your car though, the Spanish authorities do not like it. If your car has a cat, keep it or you could have problems.