Prince Guillaume does speak Spanish, according to the royal house website. http://www.monarchie.lu/pictures/photos/famille/EN_BIO_CrownPrince.pdf
I recall vaguely an interview with the Grand Duchess in Hola years ago and I think she said her two eldest sons spoke Spanish. But I am not sure she speaks Spanish with her children , like Queen Maxima with hers.
And maybe children of the William and Kate are learning Spanish, because of their nanny, who is Spanish.
So members of the royal family of Spain aren't the only royals who speak the language ... come to think of it, the Grand Duchess of Luxembourg was born a commoner whose background was Cuban ... so of course, she speaks it (as well as several other languages) ...
Do her children also speak Spanish, and if so, converse with their mother exclusively in that language? If so, it would almost literally be their "mother tongue", as with the Dutch princesses.
And earlier on, with the Bavarian royals in the so-called "Spanish" branch of the house of Wittelsbach. In the next generation, Prince Ludwig Ferdinand married his cousin, Infanta Maria de la Paz, who (like her aunt and mother-in-law) also moved to and settled in her husband's land. But as he already spoke fluent Spanish (thanks to his mother), I would imagine that the couple conversed in that language at least in private, meaning their household.
Outside, it's anybody's guess as to how long it took for Princess Ludwig Ferdinand to learn German. Her own niece and daughter-in-law, Infanta Maria Teresa, stayed in Spain, since her son Ferdinand was the one to uproot himself from Bavaria and settled in his wife's native land. So certainly there was no reason for anybody to speak any language other than Spanish, in their household.
That being said, it's conceivable that Maria Teresa might have known some German, since her mother, Queen Maria Cristina, was by birth an Habsburg archduchess ...