Hi Brian
I have found this link from an Spanish newspaper (2008). I don't know if you can read Spanish...
http://www.abc.es/hemeroteca/histori...999538161.html
As an overview, even nowadays it is not clear what caused the incident. Weather was not discarded but soon the theory of intervention from the HMS Active destroyer or Gibraltar's AA was considerd.
According to the writer. this fit well with the political situation in Spain in 1939 but soon some doubts became to surface and, at the end, some facts pointed to the German secret services intervention.
I have been unable to find anything else.
If you need any help with the translation do not hesitate in contacting with me via email.
Regards/saludos