Dear Faisal,
Thank you for your compliments. I have checked the issue and found that, your reported bug is correct. We will fix the problem in the next version, but for a quick work around, please use the following snippet to set a dictionary file,
htmlEditor1.SpellCheckDictionary.DictionaryFile = "es-ES.dic";
htmlEditor1.SpellCheckDictionary.Initialize();
htmlEditor1.SpellCheckDictionary.DictionaryFile = "es-ES.dic";
Yes, that means, if you set a dictionary file and after that, if you initialize the dictionary and then set the file again, it will work. If you dont follow this sequence, you will get the old dictionary file open as you reported.