I think at the moment the EU is presumably bound to respect the Spanish government rather than the Catalan one. Its not entirely unlike Yorkshire County Council declaring Independence, and the EU wouldn't initially listen to them either (which, to be fair, might partly because they'd have trouble understanding a proper Yorkshire accent). But officially the EU wouldn't recognise YCC over Westminster, and in the same way can't recognise the Catalan Government over the Spanish one.
It's a mess but one that is, for the time being, an internal Spanish mess. I don't think it will be too long, sadly, before it becomes an even bigger mess.
I spent time in Barcelona last year and did briefly talk about the politics there. One man was complaining that Catalonia has, for example, born the brunt of austerity measures in terms of public sector wage cuts and the like. All that could have been resolved, I suspect, had the government in Madrid been more willing to listen rather than to send in police to beat up the people there.