Chile

Chilli powder found in the UK is usually a blend of spices & often includes some mix of ground dried chiles, cayenne pepper, cumin, garlic powder, paprika, oregano, and onion powder. I guess that's not to Spanish taste &/or they prefer to add the ingredients themselves.

So you could make your own, or if you're looking for heat, cayenne is very hot, paprika less so

You can buy chilli powder in Asian supermarkets if you have one near you? The pimentón picante is not as spicy as chilli powder but it does have some heat.  I buy cayena piri piri in Mercadona too.  You could try local markets as they often have stalls selling spices.  

There is also a shop selling loose spices inside the Carrefour building which is just after you exit one of the Carrefour checkouts. It is a private retailer and not part of Carrefour itself.

We love spicy food and it’s difficult to make our own with the lack of spices here, however, we found fresh chillies in Aldi which was very help

Hi - you can buy chile and lots of other spices at Leo’s in San Pedro.  It’s a cash & carry but has a shop for the public - they have a great selection and are very helpful

Just Google Leo’s San Pedro for the details.  

Cheers - Alan