Hi, welcome. Sorry to read that your children aren't happy where they are. Whereabouts in Spain are you? Home teaching is a bit controversial in Spain as some over zealous welfare workers have taken matters further because of children not attending traditional school. However, families do home teach and there are organisations in Spain such as
http://www.educacionlibre.org IMO you would need to have an educational programme in place and be prepared for some issues, depending on where in Spain
you are.
I live in Alhaurin el Grande malaga