This is Lana from Shopify Support. I see you are asking about the Shopify Payments Gateway so I wanted to help you out here.
Selecting Spain as your country for Shopify Payments would only be an issue if you are not able to produce proof of a physical/business presence there. If you are unable to provide the proof, it could result in you not being able to use the gateway anymore, which may disrupt sales. In that case the alternative for you would be to use a gateway that is supported in the Palestinian Territories, and I have a link to the available ones for you here.
As for PayPal, if you are able to prove the physical or business presence in Spain, you may need to contact their support here to see if Moroccan PayPal is supported there.
Let me know if you have any other questions and I will be happy to help!
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