Hi, I hope someone can help us !!

here is the sitiuation I am in the UK ( Australian) on a tourist visa I have just married my partner here and I have just found out yesterday we are having a baby in febuary,

we have spoken to the uk border people and they say I have to go home which is crazy

So we are looking at spain as an alternative So I m married to a uk citizen and Im on a tourist visa in the uk can we apply for residence in Spain ??? I don't want to fly all the way back to Australia. So If anyone can help shed some light on what we can do that would be awesome !!!!

Thanks guys ( an Gals )