i don't read fanfic but i actually DID try to find some a while ago; from what i was able to find, no, there aren't! there are a few (very few) that do mention Lorca and Dalí as a couple but that's because they are based in Ministerio del Tiempo, a Spanish TV series that features historical characters. From what i've seen with MdT fics, they're mostly about the protagonists, Lorca and Dalí just so happen to be included in the fic because they are in the series. TT. a bit disappointing, but eh!