I cannot comment on Citizenship as such but do not believe that there is any direct connection between your postal address and citizenship!
See comments above re two UK postal companies. I suggest you use the UK Mail Company for UK financial documentation etc, not connected to Spain or any other country other than the UK!
PS; As I have stated above you must set up a UK forwarding company account whilst you still have proof of a present UK address, i.e. Bank statement etc!