Spain was ruled by a facist dictator who usurpted the elected government with help from the nazis **and** the Western allies, the only force with any interest in regime change would have been Russia, who’d already failed to seize power there in a communist coup against the other loyalist forces during the civil war, Russia would have had to go through most of Europe to get to Spain.
Portugal was ruled by another right-wing murderous dictator, though Portugal is traditionally allied to Britain their leadership was closer to the nazis. You can’t invade Portugal realistically without going through Spain.
Switzerland is mountainous which did not suit the nazi blitzkreig and was mobilised militarily however the nazis and facists mainly didn’t invade because they were useful as bankers, for proxy trade, making the axis powers arms etc, and helping the nazis loot occupied countries and disenfranchised citizens. Millions of Gold Vrenelis (Swiss 20 Franc coins) were minted from stolen nazi gold.
The nazis did invade Norway because they wanted North Atlantic ports to use against the UK, they wanted continued access to iron ore, mainly from Sweden, and they were worried about Scandanavia siding with the UK. They also had Quisling lined up as their puppet and had hopes of the WASP, right-wing, Norwegians joining their forces; about 15,000 volunteered to fight for the nazis, or rather, against the Russians who had invaded Finland, far less than hitler hoped for. In return they had to garrison Norway with about 300,000 troops for the whole of the war, lost about 5,000 in the invasion although, unlike the Swiss, the Norwegians were poorly prepared, and caused at least 40,000 Norwegians to join the resistance. It almost certainly wasn’t worth it.
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