toLocaleString not working on numbers less than 10000 in all browsers
Minimum Grouping Digits for Spain's Spanish language, according CLDR, is indeed two.
Full language specifications can be found in GitHub.
Interestingly enough, using always a minimum of two grouping digits is in conflict with the RAE rules. They state that this recommendation doesn't apply to all contexts, mentioning as specific exceptions accountancy and any context where it can involve a security risk.
This is the intended behaviour for Spanish locales according to the latest CLDR data. Specifically the "Minimum Grouping Digits" are set to 2 according to the CLDR survey tool.
This means that that the grouping separator is only used when there would be 2 or more digits before it.
Apparently Firefox and Edge either uses an older version of that data or don't have support for that field yet.
The feature was introduced in CLDR 26, which was released in 2014, but enhancements like this take quite a while to make their way through the software stack.