Generally money should be paid into the bank account as stipulated in the contract and you would keep the bank stamped reeipt or whatever.
Another method which is commonly used is to pay by bankers draft (cheque bancario) made payable to the party as named in the contrcat and also a copy attached to the contract.
It sometimes done differently depending on whether new/off-plan or resale and if off-plan then your lawyer should make sure to collect the bank guarantee.
The problems many encountered were that deposits were paid sometimes to agents in UK and it's always questionable where this money went and if it was ever paid into bank accounts.
The problem is further compounded by the high burden of proof required by the Spanish courts .....
But your Spanish lawyer must surely know to whom he paid the money. I'm guessing he was not independent and probably in cahoots with the developer and by not co-opertaing he is messing up your case ..... it's just an endless uphill battle!