The Thyreus species of bees are Cuckoo bees, parasites of the nests of the Amegilla (previously called Anthophora) species of banded bees.
Thyreus histrionicus shown is a parasite of the White-banded Digger Bee, Amegilla quadrifasciata, resident in much of Europe and North Africa. Its larva eats the food store provided for the host larva.
It looks similar to the Australian Domino Cuckoo Bee, a parasite of the Blue-banded Bee, Amegilla cingulata, but I don't know if this one has an English common name.
This bee also looks like a Thyreus cuckoo species. It was in the same area of Tenerife as the Thyreus histrionicus above, and has a similar white face and legs, but has a different pattern of white spots on its abdomen (particularly the final two spots coming together at the tail).