could I say " they are moving out of Spain" if I mean they are going to live in another country(out of Spain).


I would say that sentence is correct.
I`m not sure,but I think you can`t! Because Spain is not a little place to say that you`re moving out of it,it`s a country! In short,in my opinion,it`s impossible!
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So what would you say then?
Maybe "from Spain" would be better?
You can certainly say, "They are moving out of Spain." The fact that the construction would usually apply to, say, an apartment or a neighborhood only gives it a particular flavor. This is not a decision of grammar but of poetics. If, however, you don't want any flavor to your words, if, for example, you are writing a formal business letter and seek only bland correctness, you would say, "They are leaving Spain." or "They are leaving Spain for good." or "They are moving to Miami."
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thanks to you all.