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At the risk of pointing out the obvious, take shoes that are meant for walking.
Many years ago I had a few friends going to China and I suggested they take a roll of toilet paper with them. They all stayed in a fancy westernized hotel and most of them came back saying "why did you tell us that?". One of them went on a rural tour after the meeting, and came back saying that I had saved his life (and that the tour was fabulous).
Years ago my mother went on a rural tour of China. When she got back she said that one of them had a simple square piece of fabric. In some areas the toilets didn't have doors. They would take turns with one of them holding up the fabric as a "door" for privacy while another used the toilet. This was many years ago and I am not sure whether things have changed. Of course this would not be an issue in major cities.
I think that you need to check with universities in Spain. Admissions people there should know the answer more definitively than folks here on CC.
My daughter will be studying "slightly abroad" in Canada in September, and has gotten notification that she will get credit for her AP exam that she took as a high school student in the US. However, the Canadian system is probably closer to the US system compared to the university system in Spain.
Assuming that you are from the US, one option to think about is to go to a US university or college but do a year abroad in Spain. Nearly every university that we looked at (in both the US and Canada) has an exchange program with one or more universities in Spain.
There is something that has been bugging me about this thread, and similar related threads, and last night I think that I finally figured out what is is.
I have been lucky in some ways. I have been lucky enough to meet multiple people in my life who have accomplished great things. Some have made major contributions to things that we all use every day. Some are relatively famous. A few are now quite rich (in some cases having started out quite poor). I once saw one person I know portrayed on a late night comedy show.
In talking to these people, and in a few cases knowing some for many years, none of them has ever used the term "elite". None of them has ever alluded to having gone to an "elite" school. None of them ever talked about wanting their kids to go to an "elite" school. I don't recall any of them ever talking about "prestige".
They talk about problems that they want to find a way to solve. They talk about what their kids are studying. They ask questions, often hard questions, about what I or a different person at the table is working on. They spar about who is going to pay for the $500 wine that they ordered with dinner (but the ones who can afford it are sparring, and they assume that one of them will). They talk about how they are now obsolete and the young kids (at the successful company that they founded) are the ones who made the company successful. They listen, and in particular they listen to other smart people.
In my experience, "Prestige" and "Elite" are terms that don't seem to be in the vocabulary of people who actually make a difference in the world.
You need to talk to professional counselors. There should be some available at your university, probably for free.
I have a friend whose son went through something similar, but at an Ivy League university. He ended up taking some time off (I think about a year), went back, and has done VERY well since. You need to first get your anxiety and depression under control, then get back to your studies.
There is a lot of depression and anxiety among students in the US, and very smart students suffer at least as much if not more than other students. Schools know that this happens. Your university will have people there to help you, but you have to tell them what is happening and give them a chance to help.