From what I've seen, the Nationalists win more frequently if the SCW starts early, before the Republicans have boosted their techs and doctrines. If it happens late, the Nationalists are stuck with the unimproved default starting doctrines, while the Republicans have had sufficient time to research a few. In most games, though, either the Nationalists randomly get a couple of key cities/ports/airfields at the start or they don't, and the results hinge pretty heavily on how much (in terms of divisions, planes, IC, and resource locations) each side randomly gets.
Occasionally I've seen the war drag on for 3+ years, but usually it's all but over in 2-4 months. If the Nationalists win at that point, they're often behind a lot of the third-world countries in techs and doctrines.
As for lend-lease, Nationalist Spain typically gets only 2 convoys, and usually doesn't have enough time to build more before the SCW is over. Either the Nationalist AI uses those convoys to supply its cut-off troops in the south, to supply some remote island garrison that has no effect on the war, or to bring back some resources from its colonies. Any Lend-Lease it gets is generally completely wasted. Not positive about the Republican side, but I think they get a few more convoys, so transporting a SMALL quantity of Lend-Lease is at least a viable option.
Setting your own wargoal may be pointless. The historical Wargoals are resolved LAST, so any changes made by other wargoals may be over-ridden by the historical ones. If you take land from one faction, it may be automatically taken back by the other faction when they win their own war, regardless of who owns or is in control of the territory at the moment.