That's a tough question. For me, I ended up going back to school because I too got my initial degree in Economics, but wanted to pursue being a developer so I wanted to get a degree focused on that.
That being said, I am not sure of the market in Spain for Data Scientists. But I feel like based on your experience and educational background, you could probably transition your career into data science without having to go back to get another degree. I feel like if you researched it enough on your own and try to apply to positions that can lead to that type of career it would be possible to naturally transition to that.
Again, I only know so much about your situation. So, in the end, I would suggest going with your gut. Good luck with your decision.
We're a place where coders share, stay up-to-date and grow their careers.
We strive for transparency and don't collect excess data.