I'm going to do the one from the athletes already qualyfied to the 2020 Olympics (In team sports, I took the rooster for the qualifying event), in some ranking events I counted some people that look like they would qualify. Probably missing people though:
ATHLETICS
Orlando Ortega (110 hurdles) and Louis Maikel Martínez (Hammer): deflected from Cuba
Adel Mechaal (1500) and Houssame Bennabou (Marathon) came with their parents when they were kids. Ayad Lamdassem (marathon) emigrated from Morocco. Hamid Ben Daoud (Marathon) came to Spain as an illegal immigrant at 14 years old hidden behind a truck. Similar story to Ibrahim Eyzzaidounni (3000Ste)
Also, Ana Peleteiro was born in Spain to uknown parents, who couldn't take take of her so they put her in foster, and was addopted as a baby by her family, She doesn't know her origin.
BASKETBALL
Nikola Mirotic, born in Montenegro
Nogaye Lo, born in Spain to senegalese parents.
BEACH VOLLEYBALL
Liliana Fernandez was born in Spain to a spanish father and a croatian mother.
Elsa Baquerizo's mom is american.
CANOEING
Marcus Walz's parents came from UK and Germany
FOOTBALL
Junior Firpo, originally from the Dominican Republic.
GYMNASTICS
Ray Zapata was born in the Dominican Republic before moving to Spain at a young age.
Thierno Boubacar, his family moved to Spain at a young age.
Roxanna Popa, same as Thierno
HANDBALL
Alex and Daniel Dujshebaev, born in Spain to a Kyrgz father, their mother has origin.
JUDO
Niko Sherazadishvili was born in Georgia, where he started in Judo before moving to Spain.
KARATE
Damian Quintero's family emigrated to Spain when he was five.
SAILING
Florian Trittel's fathers are german.
SWIMMING
Hugo Gonzalez's mother was born in Brazil.
TENNIS
Garbiñe Muguruza was born in Venezuela, her mother is from Venezuela, his father was an exiliated spaniard.
Paula Badosa has part of american origin.
WATERPOLO
Felipe Perrone was born in Brazil. He started compiting from Spain, then represented Brazil and now is with Spain again.