I mean if you now live in Spain, then you need to pay taxes in Spain, because that's where you live. This makes sense, does it not? Or is the expectation that you shouldn't pay taxes where you live, only where your company that you work for/in is based?
FWIW, I also live in Spain, and also pay "high taxes" as I'm in the highest income bracket, and it sucks to see large parts of your income and capital gains disappear. But then I've also experienced the health care here, and see everyone being taken care of, and I sleep well again :)
I think they mean that the Estonian company they run now has to file tax returns and pay taxes not only to Estonia but also Spain.
The company lives in Estonia. Yeah if they are taking income personally locally then that should go to the country of residence, as is normal.
But then if what Estonia considers acceptable standards for tax reporting differs from what Spain considers acceptable, or what they consider 'profit' etc, well good luck!