I didn't know that about Alfonso! Would love to read the book.
I once searched for information in the Archivo de la Villa de Madrid and I found some information on his otherwise unknown wife: Julia Méndez Morales. She was refered to as "Excelentísima Señora", and I discovered that she had been born on January 1st, 1880 in Salvatierra de los Barros, in Badajoz.
She appeared not to be living with her husband and she was "in custody" of someone. I can't remember the exact details, that I'll post some other day, but I would love to know what happened exactly, as the marriage was annulled in some date that is unknown to me.