This is probably related to the metadata of the dictionary itself. The dictionary needs to have the correct language information set, and the book as well. It looks like your dictionaries are set to english, instead of spanish. This is why there is no dictionary found for spanish.
You can use
this tool to verify and modify metadata. I tried it and changed all 3 language-related fields for an italian dictionary from italian to polish, and afterwards it was "correctly" used as such by the Kindle:
I wanted to do it with spanish, but got confused by the many choices
. You may simply check the metadata of your books first to see what makes sense for the dictionary.
Hope this helps...