Fuerteventura is it! Five HIVE incoming :)
When I first learned about the villa somewhen in the late nineties it seemed common knowledge that the owner Gustav Winter was a close confidant of Hermann Göring. It seems this is what ignited most of the legends and conspiracies around that building and the role it played during WW II.
While compiling this post I did a quick check on the current knowns and unknowns and stumbled on this article which I found quite interesting (had to google translate it though). Very notable there the comment of a Fuerteventese named Nemesio Bstista. If I interpret his words correctly he claims that the villa not even existed at the time of his childhood in the fifties. Impossible for me to verify the authenticity of this statement but I find it intriguing nonetheless.
Some fake legend seems to have been spread around, or is it?. It doesn't look old enough to have been around in the 1940s. Thanks for the HIVE!
A lonely mansion in such a place is probably too irresistible not to fabricate some legends around it :)