This is from Wikipedia. It’s the most helpful information I could find :)
The origin of churros is unclear. One theory suggests the concept was brought to Europe from China by the Portuguese.[4] The Portuguese sailed for the Orient and as they returned from Ming-dynasty China to Portugal, they brought along with them new culinary techniques, including altering dough for youtiao, also known as yóuzháguǐ in southern China which bears a resemblance to the churro. The new pastry was soon introduced to Spain, where it was modified to have the dough extruded through a star-shaped nozzle rather than pulled.[5]
Another theory is that the churro was made by Spanish shepherds to substitute for fresh baked goods. Churro paste was easy to make and fry in an open fire in the mountains, where shepherds spend most of their time