Well if you officially live in LUX and can prove it I don't see any way rollbit can get through with this.

They only deny players access if they are a resident of the banned countries.



Since you are a resident in LUX this claim made by them should have no merit.
But I already know we will see some other things in this thread later on, as it always does. Hopefully you can show them some rental agreement or job contract or whatever from where you live. Without that I have a feeling they will do everything they can to not pay. Problem always come up when people win and actually try to withdraw.
Depositing and losing is not an issue, even if you are from a banned region, we have seen that several times here.

Why you would use a Spanish provider while not living there anymore is beyond me though. It must be much more expensive than using a local one.