It was unlikely that Spanish Jews went to Berlin in 1492. Spanish Jews
did not mix with Ashkenazi so there would be little likelihood that they
went to co-religionists. Spanish Jews went to places they thought they
could remain Spanish -Portugal and Islamic lands. Some went to Spanish
colonies where they continued to practice their religion in secret. If
they maintained a Sephardi heritage, they would most likely have
retained their surnames also, which they didn't.
In 1492, there were few 'city people' of any kind and Jews in particular
moved and had to move around. It is most unlikely that German Jews stayed
somewhere for 400 years especially a city, so if you find records you
will probably find they came >from somewhere else in Germany.
It is of course possible that there was Sephardi ancestry, but I would
highly doubt that they went to Berlin in 1492 and stayed there.
PS In English, Sally is a woman's name. You probably mean Solly-short for
Solomon-a man's name. I had to read the part about Sally marrying Jenny
3 times before it made sense!
Indeed you are right, it was Zally for Zalman!
As for the "oral evidence" or "family tradition", of the Nathansons'
being >from Spanish Jewish origin, I have no written proof.
I can guess that if they left Spain in 1492, and wandered through France,
they may had landed eventually in Berlin, since they may had something that
they could "sell" to the city, maybe they were physicians, or wealthy
I learned >from other events, that "there is no smoke without fire".
Best regards. Udi Cain.