Unlike Russia, Spain is not isolated at the far edge of Europe. Would a Spanish-Russian alliance have been emboldened to advance into France, which had a powerful left wing, and Poland, whose topography is not unlike the American Great Plains, in other words, no natural barriers to large armies and tanks. What would Hitler and Mussolini have done in case of Communist invasions of France and Poland? I believe that the British would have aligned with the Germans and the Italians, who would have fought alongside the Poles and the French, respectively. Hitler might have gotten concessions from the German allies to cede Danzig and Alsace as a price for his intervention, thus satisfying the Nazi goal of placing all German-speaking people under the Third Reich. Combined Polish and German forces may well have defeated a Soviet invasion, and forced Stalin to sue for peace, as Lenin had in 1918, even if the former had to concede Belarus and Ukraine as the latter conceded Finland and the Baltic states.
A British-French-German-Polish alliance may well have won and restored rightist governance to Spain, and Nazi Germany, not suffering from blockades, debilitating long term warfare, and aerial bombing, would have emerged tremendously stronger and more capable of engaging in Hitler's crazier schemes.
“Massive murders of Spanish clergy and the middle and upper classes, concentration camps, nationalization of the entire economy. secret police, etc., would have ensued.”
Even Wikipedia admits 6,800 clergy and religious WERE killed during the war (priests/monks, nuns, and 13 bishops).
The Western powers didn’t lift a finger to defend “normal” people in Spain (France, with a similar “popular front” government, was sympathetic to the communists), and even those who supported the communists were shocked when during the same year the war ended (’39), the USSR and Nazi Germany announced their non-aggression pact - the West had seriously miscalculated the trajectory of events in Europe. That time in Europe was filled with treachery on all sides; the same allies who declared war on Germany for invading Poland from the west remained silent as the Soviets invaded from the east (and perpetrated the Katyn Forest massacre - while also seizing the newly-formed Baltic states). Even when Americans were on rations so we could feed and arm the USSR (after Barbarossa started), the Soviets and Japanese observed a truce that endured until the final months of the war (while Americans fought & died fighting those same Japanese in the Pacific, and the Japanese even held part of Alaska).
IMHO the war in Spain (with its well-publicized atrocities, at least in Europe), followed by the Soviet invasions of Poland, the Baltic states, and the Winter War with Finland, showed the rest of Europe that the “western democracies” would do nothing to stop Bolshevism - and this drove many of them to opt for the lesser of two evils, one that would oppose Bolshevism with force (Hitler). Americans to this day still believe that the Axis and those countries aligned with it were just “bad guys” - and don’t understand why to this day eastern Europeans in particular view our participation in WWII (and the shameful aftermath there) in a very negative light. We never understood what motivated volunteers from across Europe to head east to fight the Soviets, including many people from countries that weren’t occupied/conquered by Germany (Italy, Spain, Finland). The national armies of Hungary and Romania were fighting for the survival of their very countries, along with Ukrainians seeking independence from Stalin’s murderous yoke.