That would be the case only when comparing the lightest eyed and haired Caucasians (Ossetes) against the darkest eyed and haired southern Spaniards (Andalusians), and even then it is a very close one:
Ossetes:
Over 50% black or dark brown hair, the rest have brown, light brown or "light" hair, and about 10% are blond
54% have brown eyes, the rest mixed and light.
Andalusians:
60% dark brown hair, 30% black hair, 10% blondish hair
60% brown eyes, 30% mixed-light eyes (predominantly greenish-brown), 10% blue-gray eyes
*Above data gathered by Carleton Coon from several anthropological studies of the mentioned populations.
And that is why Caucasian admixture wouldn't make South Spaniards black haired, when Alans were described as pred. light haired/eyed.
Take in mind Alans populated a vast bigger territory than Ossetians. Ossetians are the most Southern portion of the ancient Alans. It is not even clear if Ossetians are descend of the Alans or the Siraces, an other Sarmatian tribe.
Interesting data, could I have a link to the actual source would be nice to read more about it. But take in mind Carleton Coon never visited those areas or has seen most of these people.
It's not like the difference between North Spaniards and South Spaniards is so significant either.The least "pigmented" parts of the Northern Caucasus are on similar level with the least pigmented parts of Iberia and Italy.
Whichever source or map I look at, all show North Caucasians/Georgians having more occurance of light hair/eyes and being on level with overall Iberians and Italians.
People who are from Germany and have seen the German team play vs Georgia in the European Cup qualifiers can confirm that. From the 13 players, 4 were in Central-North European/Balkanian standards (they didn't even look East but Central-North and Northwest European), while 6 other typically Balkanian/Greek and 3 more on the Greek/ northern West Asian range.
Most interesting part on the Georgians was that many had high Nose Bridge, typically how you saw it in ancient people, Yamna, Greeks, Macedonians, Anatolians, Thracians, Iranics and some Romans.
http://www.ancient.eu/uploads/images/1047.jpg?v=1407099768