Yes, I have also checked some Spanish websites and the complaints are always the same:
1. Since it is computer dialing, you don't get them to talk to you until you have said hello a couple of times. If you only say it once, the systems hangs up.
2. Once you talk to them, the normal modus operandi seems to be that they ask you a very simple question and when you give them the correct answer they tell you that you have "won" the chance to participate in a group that play the lotteries. You pay them from 5 to 56 Euros per months and if there are no winnings you get them back. You have to give them your bank account or credit card details.
The scam is that out of the 56 E, only a small part gets put into the lotteries, the rest is kept by the scammers. There is never any refund because you always win something, for example, 0,30 E per months (winnings of 30 E divided among 99 players). This is enough to stop the refund for that month.
The thing is that the business appears to be "legal" in that it is true that they run a lottery group but it is a scam because only a small part of the contribution goes into the lottery and you never get any back because you always manage to win a ridiculous amount.
3. What Telefonica is saying is that if a denuncia is formally made to the police, they will restrict the scam number from calling Telefonica numbers without charge, but this does not work because the scammers have many numbers to call from.
I hope this helps.