Gibraltar - Schengen Visa Question/Problem?

[vanillaskies]

Hi there,
I have an Egyptian passport with a valid Schengen visa & a UK Indefinite leave to remain. I flew into Gibraltar to spend a couple of days with my friend who lives on the Spanish side and flew out of Malaga. The immigration at Gib checked both my UK & Schengen visas and stamped my passport with a Gib stamp. Crossing the Spanish border on foot couldn't have been any easier. No one looks or asks anything. I had a feeling that I needed to have a Schengen entry stamp in my passport since Gib is NOT a Schengen state. I actually asked the Spanish policemen on the border if they can stamp my passport and they said No, they don't.
Leaving from Malaga was easy, the immigration officer stamped me out without checking any other pages in the passport or asking anything else.
However, on a following trip to Riga (Latvia joined EU in January 14), the officer kept asking me where is the "IN" stamp in my passport that where I got "OUT" of Malaga. I tried to explain but he wasn't patient enough to listen. He kept checking papers and talking to his colleague, they kept me for about 20 stressful minutes, took my fingerprints, and in the end they stamped me in. Getting out of Riga was no problem at all.

Has anyone here been through the same? Did I need that in stamp from Spain? Would/Could it affect any future schengen visa applications for me? If yes, any suggestions what to do about it?

Thanks for your replies in advance!

[Wanderer]

Latvia joined EU in Jan 2004 not 2014...