That’s awful, I’m so sorry that happened to you. I can’t speak to the situation in Spain, but here in the Netherlands it’s super common for unethical landlords (which is many of them) to do their best to not pay back your deposit - it’s not about discrimination, it’s just greedy people trying to scam more money out of tenants in whatever way they can, regardless of where those tenants are from - though it is easier if they’re from anywhere abroad, as they are less likely to know the correct procedures and their rights.

Horrible as it is, I hope you can find a way to let it go and enjoy the rest of your experience, don’t let him take more from you than he already has.