Well, I know enough about VAT to be dangerous. Although each EU country has some different rules on what is taxable (and at what rates) and what is not, the basic principles are the same throughout the EU. So, if someone is selling from the EU to a business in Hawaii, it is, on its face, exempt from VAT and that should be the end of the matter. Their query may be to do with their own due diligence. One can, for instance, sell product outside the EU then smuggle it back in. Why anyone would wish to use Hawaii for that is beyond me.
Is there any possibility that the Spanish business sold your client something that can be used as a component of something else, which ends up getting reimported to the EU? It's just an educated guess but I think that may give you some sort of reporting requirement.
The short answer is that someone from outside the EU who buys from inside the EU, and who is the end-user of the product, does not need to be registered for VAT and does not need any form of tax ID from an EU tax agency. So tell them that and see what they come back with.