So, now I am a Finnish resident. It took around a year of paperwork to get the permit but it finally happened and I got a self-employment work permit. So I can now officially move from Spain and stop being in the Spanish-resident-but-in-Finland limbo.
All in all, I am amazed at the Finnish way of doing things. It took time, yes, but their willingness to get the stuff done and not to put ridiculous obstacles in the way is remarkable. Also, their good faith in foreigners is something I never saw before. In order to get a self-employment working permit, I had to submit a complete business plan, including sales and profitability estimations. Seeing that the numbers were sound and the business would be profitable, they just saw no reason why the permit couldn't be granted, so they just granted it. I wonder whether there are many other developed countries where self-employment permits are granted to foreigners just when they could be, but I don't think there are that many. I've heard bad things about the US on this regard, for instance.
What comes now is getting started with my one-man business. That way I will continue doing cool stuff with Igalia but with all my life going on in Finland, as it's been for some time already anyway. It's a great thing to be part of a company where this kind of things are possible.
By now, you start wondering why on earth would I want to stay in Finland? Well, if you should know, you would know already, after all, it's been two years. If you don't, you can just keep wondering.