I’m going through the process here in LA… and didn’t need to provide that information. I’m applying through the law of historical memory and as long as your grandparent left Spain between 1933 and 1955, you don’t need to provide that information. If your grandfather left between those years it doesn’t matter if he became a citizen of another country or not because he would be considered an exile. I had to provide my passport, birth certificate, both parents’ birth certificates, and my grandfather’s birth certificate. I submitted all of my documentation in early December and was just notified today that I have an appointment at the spanish consulate here in LA on May 25. The woman I spoke to told me that my paperwork looks good, but just asked that I bring in my grandfather’s death certificate, too (not sure why they need it, but I’m not about to question her). 😊 Anyway, I was going to apply through my father, but because there was no proof that my grandparent’s were citizens of Spain at the time of his birth (he was born in Venezuela… long story) I had to apply through my grandfather. But the process was quite easy… the hardest part has been the waiting…. and tracking down my father’s birth certificate in Venezuela.
Hope this helps!