A basic problem is to define terms and criteria. What is needed to 'have introduced chess' in Europe? Is it enough to find chess men mentioned in donations or bequests? Or do we need proof that the rules of the game were known? Or perhaps even that they were used to play according to those rules? Is an introduction that we find one mention? Or do we need to have a significant number of people with chess pieces, or playing chess or whatever?
Murray's A History of Chess mentions wills from the family of Counts of Barcelona, at least one of is dated to early 11th century, thus before Alphonso X. So Alphonso appears to be out as point of origin. He also notes multiple mentions of the game during the 12th century (i.e. in the 1100's), adding to the problem of having Alfonso introducing the the game, except in very limited sense. (The nordic game 'skak-tafl', which is usually taken to be chess, was played in 11th and 12th century -- which may be an added problem in connecting Alphonso X with the game.)
There are also indications that the games was known to Europeans even earlier, outside Europe. If that is correct, it certainly opens for other vectors of transmission into Europe than through Spain. Even though the game is more likely to be found mentioned in writing in relation to royalty, high nobility or priesthood, (as they were mainly those who left written documents) there seems to be no clear reason why tradesmen and sailors anywhere necessarily must have been ignorant of the game.
As to the name of the queen itself ... I'll leave that for others. Murray suggests that the name of the piece we call Queen was part of the Europeanization of the game: in Europe, a queen was perhaps the only generally recognized piece to have a natural place beside the king. Besides 'Queen', version of 'ferz' were also used -- there seem to be Spanish sources using the term 'alfferza' as well as connecting it to the idea of a standard-bearer. If Spain could be shown to be the sole or main point of entry of chess into Europe, then the naming of the queen would probably originate in Spain as well. But until that has been shown definitely, origin of terminology is probably best treated carefully.
But again, perhaps, the question of what the question really is may need to be asked. Yalom connected the modern queen, with its added powers of movement, with Isabella, not the old queen piece.