(btw: I'm assuming your wife reads this thread too. She should!)
Well, I finally did some catching/reading up in this thread and it makes sense that your wife is tagging along with her more adventurous friend. It will certainly help her relax in different situations and to get into a different focused mindset.
However your wife and her friend are fishing in a quite different pool: according to some sources about 4% of the couples are into the swinging Lifestyle (or ENM as a common denominator), of those a small part are single-sided where the wife plays alone. Again out of those a small part are into the cuckolding dynamic, of which - again - there are not so many "keyholders". It makes sense that in the so called dating apps she will have difficulty finding (vanilla)men as a married woman.
Men who understand your dynamic and lifestyle are found on more specialized places and communities, and my guess is that your wife (with you as her "wingman"
and maybe more versed in finding the right places), would be more successful there.
Being nervous about meeting someone unknown is understandable, but can be managed in steps. Putting herself out there like that sauna with her friend is a good stepping stone, but eventually she will have to open up and have a talk with that person about what she wants, just like you and your wife have had those - maybe uncomfortable talks - in the beginning... But look how much progress have been made after that and where you are now in that journey! Like they say: it takes two to tango, but in this case it takes three, so if discussing her wants and needs with you her husband worked, there is confidence it will also work out with the right third person. She has done this before with you: finding a man and then exploring her sexual freedom, so she can do it again with someone new as a first Playpartner. Same thing if you think about it, but maybe some years faster. 
Having a known plan B somewhere in Spain is a great assurance that there is a backup, but if I can give some advice to your wife: don't be affraid for plan A. It'll work out one way or the other. Be confident and reach out.
