Apple absolutely insists upon all subscriptions be canceled before changing country. The only way I can see of keeping the subscription is to create a brand new account for using in the USA. Leave the old one set to Spain. And I presume you will be able to maintain a Spanish payment method to make the payments on the AppleCare subscription?
Of course setting up a new ID for use in the USA will be a lot of trouble and some things you cannot transfer between accounts. You won't be able to use Family Sharing since that will require both accounts be set to the same country. If you end up doing this, get back to us and we can provide tips on how to do this while keeping some items.
Subscription AppleCare has its advantages, but changing country is something that it just does not accommodate. You are welcome to contact Apple and ask them if they can see a way for you to do this. If they do, I'd be curious to know what it is.
Refer to this page for Apple Support features ➔ Contact - Official Apple Support
Select from the presented options until you find a solution for your issue, or see if there is a chat or phone call contact method offered lower on the page (you sometimes have to narrow down the options multiple times before this is shown). If you do not see your issue, keep experimenting with any series of selections until you reach one that offers a chat session or a telephone call and get the representative to redirect you.
This support article has various country telephone numbers for contacting Apple for support and service ➔ Contact Apple for support and service - Apple Support
