I am worried they will (a) not let me board my flight from Edinburgh-Seville;
There are no exit checks when leaving the UK. Airline staff will check your passport to see if you are allowed to enter Spain. They are extremely unlikely to check for an entry stamp. They will just want to see the ID page.
(b) detain me or worse deport me (to the US) from ...
Passport are replaced (and get lost), so travel history is not so important. But keep a photo of passport, visa, and stamps. This could help you in future to find out your travel history for new visa applications.
Just it will confuse officers if you give a passport without the entry stamp, or a passport without the exit stamp of the nearby country (e.g. if ...
No need to get yourself worked up into a twist over this question. You can answer either way and include a short writeup of your travel plans which explains your itinerary.
Although application forms are designed to be clear and comprehensive and many times to have binary answers, the questions cannot cover every single scenario.
You can also explain at ...
Below is the entry stamp of Alderney (Bailiwick of Guernsey) - a UK stamp but with crowns rather than stars to designate officer ranks.
Passports of EU/EFTA states are not stamped, nor are passports accompanied by an Article 10/20 card. However, the officer had no problem giving me the stamp (which is on a blank sheet).