Pan integral is probably a better bet I think for granary style bread I think. It's a catch all term for wholemeal etc. I haven't really seen loads of this type in Spain though although you're not going to mainland Spain, so I'm not 100% what you'll get.
You get a lot of UHT milk in Spain, semidesnatada is semi-skimmed. Leche fresca will get you fresh milk. Pasteurizada is pasteurised obviously.
the z is pronounced either as a 'th' or a 's' depending on where you're from. I was always taught to pronounce it as a 'th'. (past -err-i-THADA) the d is also pronounced a bit like 'the'. Leche is leh-CHAY .
Integral stresses the final syllable. (in-teg-RALL)