I just found his death certificate: he died on 26 May 1894 in Barcelona, Spain, at 11:30 pm due to stomach cancer (aged 74). It happened in Boqueria Street 12, 1st floor. You can order this certificate here:
http://www.mjusticia.gob.es/cs/Satellite/Portal/es/inicio, Henry Cottrelly, born in London, N° de orden 4075, Juzgado de Lonja.