Are you shutting down all non-essential programs (especially anti-virus) before trying to change the language?
Try verifying local files: in the (optional) Galaxy client, select Divinity: Original Sin 2 in the left column, then click on the More button, and in the Manage menu select 'Verify / Repair'.
Try running the language_setup.exe program by right clicking and running as administrator, switch to English, exit, restart (as administrator) and set it to Spanish again.
If that doesn't help, in the '..\Divinity - Original Sin 2\Data\Localization' folder, rename the language.lsx file, make a copy of the language.lsx.sp file and rename the copy to language.lsx.