I'm out of my comfort zone, but had a look nevertheless, using Roglo, a good start for all profiles linked to European aristocrats and their allies.
According to the Wikipedia page of Paloma O'Shea, his mother-in-law, she was a descendant of an Irishman William O'Shea, who came to Spain in the late 1700.
According to Roglo, this Willam O'Shea could be a brother of Henry or Enrique O'Shea, the father of Mary Joséphine Roche O'Shea, who has a connected profile.
https://www.wikitree.com/wiki/O'Shea-415
Henry/Enrique died 1860 in Biarritz, France, so I should be able to find out his death record. More to come.