Dictionaries, unless comprehensive, are not much help. Look at the Oxford- some 15 or more large volumes. Most people wrongly think that their one or two volume set gives all the answers. Interested in words, I have the full OED (to 1987) plus several dictionaries of slang and some foreign language dictionaries (none comprehensive). Additionally one would need runs of journals devoted to language study if they were really serious about a language study.
If you can find a professor of Iberian languages with an interest in slang- not as difficult as it sounds if you have a nearby university at which to start inquiries- I am sure something will be found.

Did you go through the threads on "gringo"? (most comments undr Santa Ana or the like). In Spain, it has been a term for a foreigner or non-Spaniard since the 18th century at least, and used in Latin America before the Mexican War, but the first real contact Americans had with the term was during the Mexican War. Hence anecdotally the word is associated with all sorts of myths including the ludicrous idea that it came from the American troops (Irish, of course) singing "Green grow the Lilacs-Rushes-whatever." Webster's Collegiate and the OED still haven't caught up with the non-English uses and origin.