While the German story is based on that from a Paris newspaper, at the time Infante Alfonso and Julia were living in Madrid (calle O'Donnell). The convent where Julia was sent was in Chamartin de la Rosa, north of Madrid.
See [url=https://gallica.bnf.fr/ark:/12148/bpt6k76270136/f4.item.r=(prOx:%20%22infant%20alfonso%22%2010%20%22sebastian%22).zoom]Le Journal (14 mars 1908)