Maybe Spain has some weird quirks that only specific routers work? Or maybe hebmean modem?
Discussion
Idk what a hebmean modem is but unless their modems restrict Mac addresses to their specific router then there's no reason you can't use your own router without double NATing.
In the worst case scenario, they require you use their own router modem gateway, you're way better off still using your own OpenWRT router and taking the slight double NAT performance hit for the gain in LAN and firewall security.
Its still horrible, dangerous advice. Like laughably bad pretty shocking to me.
You could even defeat a modem locked to a specific MAC address router by spoofing your OpenWRT router's MAC address to match so there are always "Cypherpunk" solutions for proper security and privacy.