“It’s not TV,” HBO used to claim of itself. Watching the first 12 minutes made public of Enrique Urbizu’s crime thriller “When No One Sees Us,” Max’s first Spanish original sneak-peaked at San Sebastián Festival Monday morning, the legendary HBO slogan came to mind.

Rather than TV, the scenes are pure cinema of the highest order.

In them, a man, Antonio Jiménez, 38, dressed in a white ceremonial robe, kneels, draws a sword, carefully places it to his abdomen, and commits hari-kari.

Then a float of the local virgin edges down a street of whitewashed houses on the first day of Holy Week,...