Is that rhotic R thing true? When I think about rhotic accents in the UK it’s mostly just South West England. Why would that side of the country spontaneously keep it while the rest drops it?

That European Spanish phonology includes the /θ/ sound for z, ce, and ci does not make it a “lisp.” Spaniards can and do have the “regular” /s/ sound just like other dialects of Spanish. It would be just as silly to say that English speakers who say “think” instead of “sink” speak with a lisp when they are two different words separated by a minimal pair

A single person with a lisp (even a king) cannot influence a language spoken by millions of people. Languages change via natural processes over time, the king thing is an urban legend

inbred king’s lisp into their pronunciation

Which one? There are a lot of them lol.