When you are entering a country to establish residence, there is usually paperwork you can fill out to declare and bring your possessions with you (but you may have to establish that they’ve been your possessions for some time, and you did say you had a brand new case…). Anyway, you are in now, and I wish you luck. I have had my share of border hassles also, even in so-called first world countries. It’s a huge grey zone and they often just make up the rules as they go along.
About 20 years ago, me and my old American girlfriend travelled round Europe. We were poor as fuck, so we travelled everywhere on overnight busses to save money.
Anyway, one night we were going from Italy to Hungary and I was sick, so I drank like half a bottle of Nyquil before getting on the bus then passed out.
I was woken up by a pretty angry (and well armed) Slovenian border guard and his German Shepherd who seemed to know as much English as I knew Slovenian. They’d found a bunch of weed in some poor fuckers’ bag and were using it as an excuse to take the piss.
Apparently he was trying to extort some money out of us based on the fact we owned a camera (literally the only thing of value we had) but I was out of my face on common cold and Nyquil, so the negotiations didn’t go well. My girlfriend was a bit of a terrier, so she kinda scared them off with a mixture of boldness and some threats about US Embassies and such (or so she told me).
I went back to sleep and woke up a lot later at some wonderful soviet bus station near Budapest.
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The fact you establish paperwork do not exempt you from paying taxes.
When I moved from a country that is not part of UE to Spain I had to pay taxes for my goods otherwise the moving truck would not have been allowed to enter the country. Reason I found it more convenient to sell most of the stuff and buy local.
I’m working on a move to Portugal from outside the EU and as far as I can tell the procedure is similar for Spain. You go to a consulate with a list of items and get a form which you then present at the border or when you retrieve the shipment. The customs agent at that point can ask for receipts to prove that the items have been in your possession for more than six months. It is certainly easier to sell and buy local, and we will do that with a lot of things, but I will try to bring my musical devices in.
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Welcome to Portugal 
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Not yet! But I am looking forward to it. Advice is welcome!
[Edit: I guess this is another good reason to stop buying things…!]
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This looks nice, I will definitely go. It’s organized by Hola wave! store right?
You’re Welcome if you need some advice. Feel free to ask by PM.
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I have purchased things from Amazon US, and had them sent here in Mexico City a very reasonable shipping and tax charge. The problem is that you might not find a lot of gear being sold there. Try Hola Wave store, or sintetizadores mexico store. They will always be more expensive than buying in the US, but usually cheaper than music stores. 
Oh cool. Thx!