In general I think US'ns are better at Spanish and the Brits are better at French
Quite likely, though did you mean Mexican?. I must admit that Don Juan is pronounced by most brits with the "J" ("joo-anne" approx) though the throat clearing "hoo-wahn" or a softer "whahn" is also regularly heard.
I have only heard Quixote as "hee-o-tay" with varying degrees of throat clearing. Have you heard it as it is spelt? Apart from in "quixotic" or do US'ns pronounce that as in Don Quixote?
Rod