Hi StampyScouse,
First, my pleasure to assist you.
As per your description, please don’t worry, we can work together to narrow down and resolve the situation.
I understand you want to set your Office UI into English language and proofing set into Spanish.
You can choose the Office UI display language (English), and to set the authoring and proofing language (Spanish).
First, please allow me to explain:
The language options are in the Set the Office Language Preferences section of the Office Options dialog box, which you can access by going to File > Options > Language. The display and authoring languages can be set independently.
As you mentioned, "Now, when I change the proofing language, any menu option associated with proofing also changes into Spanish." I'm not sure how did you set. But to add a display language (UI English) like ribbon, buttons, dialog boxes, etc. and an authoring language (proofing language, Spanish) like include proofing tools such as dictionaries for spelling and grammar checking. See below information:
To add a display language (UI English) like ribbon, buttons, dialog boxes, etc.
Open Word>Select File>Options>Language>Under Office display language, on the Set the Office Language Preferences > select English (by selecting Set as Preferred).
For authoring language: like include proofing tools such as dictionaries for spelling and grammar checking.
In Word>Select File>Options>Language>Under Office display language, on the Set the Office Language Preferences> Choose the Spanish language in the Add an authoring language dialog and then select Add **** (by selecting Set as Preferred).
Note: you need to close all Office 365, restart your machine/pc to take effort.

Result from my side: Menu option is in English.

For your reference: Change the language Office uses in its menus and proofing tools
But you mentioned, "Editor/Spellcheck suggestions show up in Spanish. This is what I want too know how to change" May I know are you want to change spellcheck in Spanish? On the Review tab select Language > Set Proofing Language.

Meanwhile, could you please provide us the version information. To check version: Open any Office e.g., Word>File>Account>Product Information and capture a full screenshot and share here (Please mask your private message for protecting your private message) and we will be tested on that version and verify the result with you.
I appreciate your understanding and stay safe!!
Best regards
Waqas Muhammad