He is Egyptian, not Spanish. His most recent name and persona were Spanish. I've seen the movie many times after loving it in the theater. I love it so much I have never seen the two sequels after hearing from so many how horrible they are.

I thought it was ironic that in the film Connery, a Scot in real life, was playing an Egyptian posing as a Spaniard who befriends and trains a real-life Frenchman born in America who plays a Scot.

Also a funny note is that the Bad Guy in Highlander is played by the imposing Clancy Brown aka Mr. Crabs from Sponge Bob Square Pants.