He says they refused to pay him what they owed because he hadn't made a save in a penalty shoot-out at the end of the cup final; the manager and his bodyguard escaped through the back door at the club's offices rather than defend him; and, 6-0 down, he was hauled off at half-time during a Europa League qualifier. Then they told him there was no room at the hotel where he lived. Unpaid, unwelcome and unhappy, a friend took him in. And there Toni Doblas decided his short time in Azerbaijan was over.

"My career's been up and down," the Spanish goalkeeper says. A Real Betis fan, he spent four seasons in Primera with them reaching the Champions League against Chelsea and Liverpool. He led Betis to the 2005 Copa del Rey, their first title in 28 years, the third ever, with two penalty saves in the semi-final. And he later joined Zaragoza for the first of three spells, winning promotion. But by the third spell, Zaragoza were relegation-bound and broke. Doblas wasn't playing and they weren't paying.

Azerbaijan led to familiar problems. Doblas calculates that he has been paid five months' wages in three years. His case is with the Court of Arbitration for Sport . Those 45 minutes against Maccabi Haifa in the Europa League were his last for his club. At 33 he was largely forgotten with nowhere to go. Then this winter, after four months without a team, well into the second unemployed spell of his career, another opportunity arrived and last week Toni Doblas faced CSKA Moscow as captain.

Doblas won't be paid and nor will his team-mates but this is different. Doblas is playing for the AFE – Spain's Players' Union team. This is the eighth successive transfer window in which the AFE, led by sporting director, Vicente Blanco, has sifted through the applicants to build a 24-man squad of out-of-work footballers seeking a second chance, bringing them together for a month of intensive training. Based near Alicante, the aim is simple: to help them find themselves and find a club.

Among Doblas's team-mates is Ayoze Díaz, who last played at Deportivo de La Coruña after eight years at Mallorca. Goalkeeper Urtzi Iturrioz's Alavés won promotion to the Second Division. Xavi Moré's Real Oviedo didn't: his final home game before briefly joining the now-bankrupt SD Noja was a play-off semi-final in front of 20,000. Toni Moral, who played youth football at both Madrid and Barcelona, was in Greece. So was former Betis and Sporting Gijón midfielder Tati Maldonado. Alberto Heredia was in Kazakhstan. And Albert Yague was at Badalona, having spent two years in Georgia.

Gabri Gómez was one of Yague's Badalona team-mates but most of these players have known each other for just days, thrown together by circumstance. They all have one thing in common: they're unemployed. None has a team. What they do have, says Thomas Christiansen, "is a real desire ... and in most cases a real need".

Christiansen is a Danish-born Spain international, brought to Barcelona at 18 by Johan Cruyff. He played in Spain, Denmark, Greece and Germany, where he was top scorer, and was assistant coach at Al Jazira Club in the UAE last season. He's the AFE team coach this month. And he's right: "need" is the word. For these players, most from Spain's Second Division B, the economic impact is huge.

The list of countries they've played in represents obligation as much as opportunity and in the next few days Marc Serramitja will depart for Norway, Heredia to Nicaragua, and Moral to the UAE. "If you have a family, you can't live on a Spanish Second Division B salary," Christiansen admits. The crisis bit hard. "We're jornaleros, labourers. In Second Division B, €1,500 a month is a sueldazo," Xavi Moré, who has a three month old daughter. A sueldazo is a huge salary. Under £15,000 a year.

The players have been given coaching, advice, media lessons and English classes. A fireman named José lectured on dealing with extreme pressure. Most importantly, they've been given games: five matches against professional teams, coinciding with the winter window; five chances to prove themselves.

Even for those with less economic need, there are benefits. "Deportivo went into administration and I was one of the better paid players so they let me go," Ayoze explains. "You feel lost. I'd go to the gym at the same time as we used to train, I'd keep the routine, stay active, but it just wasn't the same."

Ayoze is 31, so why not retire? "I've been playing 12 years," he says. "This is what I love, what I'm good at. I got the baccalaureate but no qualifications. You think: 'what else can I do?' I had no team and I kept thinking: 'something has got to come up, it's got to.' But it didn't. Being here was a mental and emotional necessity: to be part of a team, to feel like a footballer again."

That is the key. "We're set up just like a professional team but with one difference: we want our best players to leave. In an ideal world, on the last day I'll be standing here on my own," Christiansen says.

The coach has a full staff, plus physio, nutritionist, delegate and kit-man, and then there's Juanjo, press officer-turned-general manager. There are set plays, heart-rate monitors, stats, scouting reports and tactical videos. As if to prove the point, before facing CSKA Moscow at the Russians' impeccable winter HQ near Orihuela, palm trees bordering pristine pitches, Christiansen finds a white board with CSKA's set plays on in the adjoining dressing room. He's still laughing hours later: "They were exactly as we'd said."

Facing CSKA is their toughest test yet but unlike previous games, played in bigger and more public grounds against Shanghai Shenhua, Peru's Club Alianza Lima, Huracán Valencia and Swiss side FC Biel, barely 50 people watch: scouts, agents and friends. There are also two dogs.

Russian coach Leonid Slutsky prowls the touchline maintaining an angry monologue. On the bench, assistant Viktor Onopko is passive. CSKA's back four are all internationals, including club captain Aleksei Berezutski. But the AFE team, playing a Barcelona-inspired 4-3-3, play well and it finishes 0-0. Over the five games, they don't concede a single goal. Xavi Roca, the assistant coach, is beaming – in just a week together, they actually look like a team.

Others are less happy. Players board the bus past the sign saying "no eating," one or two clutching CSKA shirts, and unwrap sandwiches, switching on their mobiles. Hoping. "After the game you check if anyone has called you, if anyone has seen you, and you see a few WhatsApps from your wife and friends," Xavi Moré admits. A few days later, Burgos will come for him, but against CSKA he wasn't at his best. Days pass and the end of the window draws near. So far, as the bus pulls out only one player has found a club: Alberto Heredia.

"When you haven't got a club you feel empty, professionally and emotionally. I felt sunk: I trained with a local side but you feel your confidence go. 'I can't, I can't ...'," Moré says later. "Coming here really helps but you know every game is an opportunity and that's on your mind. There are quite a few of us who are pretty affected, struggling. I felt low today ... just, not good."

Doblas agrees. "We all have our low moments. Some are getting a lot of calls, some aren't. Some clubs don't even ring me because they think I won't move for such little money," he says. "Footballer' is what I am. My five-year-old son loves the fact that his dad plays and I'm only 33. I had something nearly, nearly done the other day .... and then they call saying they've changed their mind." Doblas blows out his cheeks in deflation: "Pfff."

Laura, the psychologist, chats privately to some; tomorrow she'll gives a group talk. "They're very down," one coach admits. Christiansen declares a night off, clearing minds and releasing pressure. They'll head out for a while, all together. Some have become close even if their objective is to get away.

Then events start accelerating. Toni Doblas is not one of them but within a few days 10 players have found work. Christiansen's not alone exactly, but he's getting there.

The first piece of good news breaks that very night; hope comes with Ayoze. The players are eating when he appears, smiling a little shyly. In his hand is a piece of paper. The call came from Tenerife: Ayoze has got a club and back home too, 11 years after he departed the island where he was born and the club where his career began. He's leaving tomorrow morning. The 22 professional footballers sitting round the dining room table get to their feet and give him a standing ovation.