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For Hearts of Iron 4, the console command to annex a specific country is:
annex SPA
But since there are three Spains, you need the right tag for the fascist one. The tags are:
- SPA — Republican Spain (democratic / the main one)
- SPR — Republican (sometimes the democratic/communist variant)
- SPR and FSA... no wait, let me be precise.
In base game HOI4, the Spanish tags are:
- SPA = Nationalist/Republican (the one that exists at start)
- SPR = Republican Spain (appears if the civil war splits)
- FSA = Fascist/Nationalist Spain (the Franco one)
So to annex the fascist one, type:
annex FSA
If that doesn't work (game version differences with newer DLCs), open console with 〜, click on the fascist Spain's territory/country to select it, then type:
tdebug
to see its actual tag, or just hover... actually the cleanest: click their state first, then annex alone will annex the currently selected country.
Quickest reliable way: click on the fascist Spain's own territory (so it becomes the "selected" nation), then run:
annex
That annexes whoever you're currently controlling/selected.
If FSA doesn't work, try SPA or SPR depending on who's who. Check with tdebug to see tags.