To configure s2Member to use a different language for reCAPTCHA, you'll need to create an MU-Plugin, as described below, that replaces the default en language code with one of the reCAPTCHA language codes.

Create this directory and file: /wp-content/mu-plugins/s2-translations.php

<?php
add_filter('gettext_with_context', function ($translated, $original, $context, $text_domain)  {

  if($text_domain === 's2member' && $context === 's2member-front recaptcha-lang-code' && $original === 'en')
    $translated = 'es'; // Any code listed here: https://developers.google.com/recaptcha/docs/language?hl=en

  return $translated; // Return final translation.

}, 10, 4);