http://www.gracesguide.co.uk/Alfred_Stanistreet_Jee - interesting obituary for a civil engineer which mentions work done in the area shortly before James Young seems to have been out there. It was almost certainly for work - British engineers were engaged on railway projects in a number of places in Europe at about this time, and it's not unusual to find several men from the same area appearing with kids b. France or Spain in the censuses as they may have already been employed by the same company or recruited from the same area. Often they were only there for a couple of years - either they were only required during the construction phase, or only while locals were trained up after which it was cheaper to hire them instead.
Consular BMD index shows "Jane Young" b. 1855-1859 (exact years not given on these indexes), registered Santander, Spain Vol 2/949 (these records can be purchased from the GRO)
She's the only registration in Santander under surname Young. It's possible that this is Alice under another name, or another child (b. between Francis and Alice?) who perhaps died on the way back home (or someone entirely unrelated, of course).
Since Alice was apparently baptised upon their return in 1859, it may be that she was born shortly before they left and therefore wasn't registered in Spain at all.