Roe, just ask (or write it yourself like I said and go in person to have them sign it- but maybe better for them to write it,as it will be on official stationary) for them to send you a letter that says that in accordance with American laws, we do not post freedom to marry, but that you are free to marry and have never been married before, and have sworn such in witness of the American authority here in spain, the US consul(or whomever they may put in that place).
That letter should be enough.
I'm also wondering how they didn't end up asking chica aobut half of the papers that they tell you to get! Lucky!
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Madrid!