I think that is the key. You need to find out if your bike has shipped. A few years ago I bought a BMW that I special-ordered and my dealer was able to follow it from the factory to the U.S. warehouse and then to their dealership. It took months to get across Germany, loaded on a container ship, then to U.S. Customs and finally to the BMWNA warehouse - where it sat for another two months, until they had enough bikes to ship out to every dealer. My bike was manufactured in June of 2008 and it finally arrived at my dealer in September of that year. So I have learned not to hold my breath when stuff is shipped around the world.
All I am saying is that even when it does ship, it may take a long time to arrive, as shipping a motor vehicle from the west coast of the U.S. and then to Spain no doubt involves a lot of waiting, inspection and paperwork.
However, if the bike has not shipped yet, it might be because Zero is hedging their bets a bit by supplying the demand in the U.S. market first in case a design or manufacturing issue shows up that they can more easily resolve when the problem is closer to the factory - such as what happened with the stalling problem that occurred to some of the new bikes and required a modified program to fix.
Let us know what you find out. It would be great if you get the first 2012 Zero in Spain - or maybe even Europe.