Have you actually physically met the woman? sounds just like another African who wants a better life in Europe taking advantage of what I assume is a Gullible older man.
However its your life, I think European immigration rules are exactly the same, you can exercise EEA treaty rights and apply for a fiancee visa no matter what the local police say and marry her in Spain if you want. They are just trying to put you off, cant blame them because they have a massive problem with Black illegal immigration, but you are doing nothing illegal.But you are going to have to convince the Spanish authorities that will regulate her stay in their country that your actions are legitimate and its real and not just to get her in, 3 years of internet chat is not enough,you'll need photos together, prove time together, correspondence other than internet, finances, air line tickets and have met more than once.
speak to an immigration lawyer.