Hi David,
I haven't found myself in your situation but if all else fails, a possibility is
a) check if your room in Spain will have a fridge or drinks chiller. If not ask if one can be provided (you may have to pay a bit extra for one)
b) check with your airline whether the pen can be stored in their fridge during the outbound flight (all US airlines will do this but not sure about European ones). Of course you won't need this for the return flight as the pen will have been started by then.
c) then you just need to get the pen to the plane in a chilled state and as this will only be a few hours the Frio bag should manage that ok. I have found my Frio bag keeps a pen chilled for at least 12 hours.
Alternatively give the Eli Lily UK helpdesk a call and ask their advice. I have always found them to be very helpful.