NIE / TIE CARDS

A few things you may want to consider

After Brexit,  settling in spain may not be an option for U.K. nationals, or if it is, the conditions may be different. Possibly the same as they are now for non EU citizens

To obtain an NIE one needs a substantive reason.  Intention to buy a property would  be such a reason

Having an NIE has no effect upon making an application for EU Citizen Registration   It is only a fiscal ID number.  Similarly, owning a property probably would be irrelevant.

Re an application for an NIE at a spanish
Consulate.   I think what you read about the certificate being sent to a police station refers to when one applies at a police station in spain.  In that case the cert would be sent to that station. 

In your case I am just about 100% certain you would collect it from the consulate  where you applied.

To collect it , one usually needs their original passport, as proof of ID, and the stamped copy  of the EX18 application form confirming that it was submitted

Good luck