I got a chance to play your game, if you end up reading this..
The ambiance gave me a thrill of a time.. It gave me personally, a phycological feeling of distress. I heard footsteps that weren't really there. And hearing the actual cues within the game of the vault door opening in the other room for the Main Antagonist. Made me just start having trouble determining what is going on in game, and what is going on in my own mind.
The antagonist, wasn't per say, "scary"
The ambiance is what gave it the creepiness it needed to set that unknown threat..
Really appreciating game, I may not know 100% all the cultural meaning behind the "Spanish Horror Experience" aspect, however, from a third-party viewing, it raised a great inspiration to dive more into the game!