Several months ago I tried going to Iran with my American passport to attend a marathon but got denied. The embassy or company didn't give me any direct reason as to why but shortly afterwards the marathon's date was moved (which I suspect was the reason I was denied). I plan on trying to go again using my Mexican passport by using the Visa on Arrival but my circumstances will be a bit different.
For the next few years I will live & work in the EU. My residence permit will be based on my American passport since I didn't get my other one until after submitting my EU paperwork. I assume I will need to use my former passport to exit/enter the EU but want to use the latter to enter Iran. The biggest problem I foresee would be arriving at IKIA from an EU flight without entry/exit stamps from the country I'm arriving. What issues could this cause, if any?
I understand how to travel with multiple passports but haven't seen anyone post or comment about a similar situation of having dual citizenship but residing in a third country and wanting to travel to a fourth one in which one citizenship might cause issues. The closest I've found are below:
Travelling to Iran with two passports, including one US passport [duplicate]
Visiting Iran as a dual EU-American citizen