Possible Clues:

• Painter of "The Duchess of Alba"
• The Prado hung him
• 'Saturn Devouring His Children' painter
• Eighteenth and nineteenth century Spanish painter
• "Third of May, 1808" painter
• Indian region harbouring unknown painter
• Spanish painter (Los Caprichos)
• Artist has year in Indian state
• Leave yes back there for 20 down
• 'Duchess of Alba' painter