Found something interesting; according to
https://www.spotahome.com/blog/2015/08/04/how-to-get-your-spanish-citizenship-eu-nationality.html and also wiki, a player can gain citizenship in 2 years if he's born in Ibero-American countries including Brazil. He is in Real 2 years now as on 31 March 2015, it was announced that Danilo would join Real Madrid in July so it's more than 2 years so he will gain Spanish citizenship too.
Don't know how this actually works as he wasn't in Madrid on 01.07 as he was on vacation and there's paperwork to fill for citizenship but he should become a EU if he stays a few more days in Madrid.
@Mark