Could you please post a screenshot here?

If you have a Global Pass that shouldn't happen, unless the itinerary suggests Ouigo, Iryo, Avlo,... (those are not included).

Madrid - London is quite a long journey, so you won’t always get sensible results searching for it in one. Better to break it down, including an overnight stop somewhere along the high speed line in France. Perpignan, Montpellier, Nîmes, Lyon, Paris would all be fine.

Low cost operators, as @thibcabe says, aren’t inclided in the pass. And any journey which involves an overnight stop in Spain is a bad idea - because it will use 2 travel days in your own country.

Thank you both for your answers. I was making a mistake. I was trying to book with a wrong date. I mean, my pass starts on July 1st and I was booking for 29th June. I corrected it and it is working now. But yes, it is too long journey. 
Best.

Gloria

Yes it's a long route so I'd suggest spending a night along the way. Bordeaux could work well, for example:

- ARC Madrid-Chamartin - San Sebastian 07:15 - 12:41 6.50€ reservation

- little break and station change

- Euskotren San Sebastian - Hendaye every 30 min (3€ ticket) -> i.e. 13:45 - 14:22

- TER Hendaye - Bordeaux St-Jean 15:00 - 17:41

In the other direction you could go via Barcelona. Whatever you prefer. :)