Answer: Loa loa microfilariae
The key features used to identify this case were:
1. Presence of a sheath (unstained, see below)
2. Internal nuclei that extend to the tip of the tail
3. Size in expected range for Loa loa.
In the image below, an empty-appearing space around the entire worm, as well as at the end of the tail (arrows) represents the unstained sheath.
As L. R. mentioned, "This would have been picked up in Cameroon not Spain I imagine as Loa Loa is the tropical African eye worm, contracted from a bite by the vector Chrysops spp. (mango or deer flies)."
Just a note: Most of the symptoms due to this worm are due to the migration of the adult, which brings it throughout the body, and sometimes across the bridge of the nose or surface of the eye (hence the name 'eye worm'). Although this can be very distressing to the patient (!), it does not typically harm the eye or cause any permanent change to the patient's vision. Loa loa should NOT be confused with Onchocerca volvulus which causes "African River Blindness." In the case of O. volvulus infection, ocular scarring and loss of vision is due to migration of the microfilariae (not the adults) through the eye, resulting in inflammation.
Loa loa also does not cause elephantiasis.
Thanks to everyone for writing in!