I found this answer! And it was right if front of our eyes: look at the closing credits.
Stay with me here. First and foremost, I have never seen the film. Looking through the comments, there is an agreement that camino scenes were not filmed in sequence, etc. and the movie was not entirely shot in Spain. For example, the opening scene on the golf course had to be filmed in California, if not somewhere in the US right? Believe it or not, that scene may have been filmed in Spain. If you look at the closing credits there are a series of thank yous to various town/city government agencies, hotels, restaurants, cafes, bars, and camino associations, etc. in Spain for their help on the film. A thank you is given to the Community de Madrid Club de Golf "La Herreria". It is possible that the golf course scene was filmed there, I don't know,. Thanks is also given to the Governments of Borgota and Gazólaz, which are towns off the camino near Torres Del Rio and Pamplona repectively. So we can conclude, that perhaps, all of the scenes were filmed in Spain (except for SJPDP) and that not all the camino scenes were filmed on the camino. That is where all of you that have posted on this thread come in. Some people have gone as far as trying to contact Martin Sheen himself and others involved in the film to seek the answer. My advice is to contact the camino organizations and such that are listed at the end the credits to determine the exact location of the scene in question. One that stands out is the Galacian Film Commision that is referenced in the closing credits. Again, I have no idea where that scene was filmed. By doing some more detective work, we can come up with an answer. Hope this helps and good luck.
Mark