Most "basic" accounts have no credit. So if the money's not there, they don't pay it, and therefore, no penalties. Don't worry, you won't be arrested if the bank refuses payment for lack of funds. In the case of most banks, you can later pay bills online from the code provided on the factura.

Also, the brings to mind another point. Endesa likes to collect the money BEFORE they issue the factura. So you haven't any chance to review what they're charging before you pay it. Getting money back when they overcharge is difficult. Dodgy, yes.

The Endesa bill is available on line a good week before the DD is taken, certainly in Andalucia. Before I started paying by monthly instalments my moans were regularly to be heard long before I was robbed, both accounts.

From my experience with direct debits, the bank will always reverse them without question if you ask. I think you have to do it with 30 days, but utility bills only allow 15 days.

Of course that doesn't stop them cutting you off, repossessing your house or kidnapping your mother-in-law etc, but at least you get the money back.

I bank with Sabadell and on the statement you get a pdf of the transaction, on this there is a "recall" link, click, job done.
I did it regularly with Movistar when they continued with line rental after we had closed the contract. They gave up.