Yes, you can absolutely buy Oreo Cookies in Spain. They are in supermarkets.
I think no
A group of cookies cooked at once is called a batch.
Crazy Cookies
Fortune Cookies.
In Ireland and England alike, cookies are chocolate-chipped circular biscuits. If you're American, I think you call all biscuits cookies. If so, the answer you are looking for is biscuits.
Biscuits.
A batch
Cookie sandwiches can be called sandwich cookies, cream sandwich cookies, or sandwich cream cookies.
Actually, i don't think you can get creme filled cookies. If you could, they would be called Creme Cookies.
Spain is called l'Espagne in French.
The capital of Spain is called Madrid.