The cost should be minimal if nothing at all if you can do it thru' a hospital over there.
If your F-I-L has a valid NHIC and can get a prescription for oxygen from his GP, it's just a case of ringing the Translators Office at Son Dureta Hospital in Palma (0034 971 175000) but you
MUST do this
BEFORE you travel. I *think* they can then arrange for it to be delivered to you.
You might get Jill of Sun, Sea & A&E fame. Happy hols!
Tis