I think that of all of King Felipe's girlfriends, the kings' favorite must have been Isabel Sartorius, because she was from the Spanish aristocracy. I doubt that the kings liked or sympathized with Eva Sannum; she wasn't the wife they dreamed of for their son.
As for Gigi Howard, who had a brief relationship with Felipe in the 90s, I don't know if she would have been accepted by the Kings of Spain.
I think that in the end, Letizia ended up being the right choice for him, and the fact that she has a career and wants to assume the role of princess and queen in a country like Spain may have helped the kings accept her at the beginning. But we know that Juan Carlos never really liked Letizia, and even Queen Sofía had a complicated relationship with her for a while.