The first train is truly annoying.
RENFE and SNCF are practically "at war" since the French company ended the cooperation in 2022. I'm actually surprised that staff even redirected you to the RENFE website!
Some RENFE trains are available on interrail.eu but not all of them…
For the international AVE you indeed have to go on the day on the platform and speak to staff. It's rarely an issue, especially if you're 1-2 people and not 6-8. You can check how many seats are left deep in the renfe.com booking process.
There could be more seats if you ask for Montpellier - Barcelona only (and then board a later AVE to Madrid, available online).
In rare cases (summer holiday weekends) you might have to take reservation-free regional trains to Barcelona via Portbou. There are lots of trains to Madrid from there.
Second train:
The ARC (17:45 departure) isn't available online. You could book it at German or Spanish ticket counters. Last-minute availability is a bit risky.
The AVE (19:18 departure) should be on interrail.eu. Longer break in Madrid and some peace of mind :)
Thanks a lot for the answers provided. Very helpful both of them. I have to think therm over. I also start considering a bus trip instead from Biarritz → San Sebastián or Bilbao and then from there to Santiago de Compostela 
However thanks a lot for your insight provided. 
Juergen
There are Euskotren every 30 min from Hendaye to San Sebastian, tickets are 3-4€. No need for a bus.
You could travel along the whole Northern coast by little trains. They are however very very slow but it's a fun way to discover that beautiful region (on my bucket list!). Like:
- Bilbao-Abando - Santander 08:00 - 10:56
- visit a bit
- Santander - Oviedo 16:10 - 21:10
Or take faster trains running inland of course.
Thanks a LOT for the info provided 
Do you have any more info on the little trains (name of the trains, timetable going from/to where) fx.. a website from where to get this info as we actually started out trying to find out about the little trains; and actually the ones not casting a fortune to travle on, but gave it all up as nobody seemed being able to help us, before now where you might have an answer for us
Thanks a LOT for the info provided Do you have any more info on the little trains (name of the trains, timetable going from/to where) fx.. a website from where to get this info as we actually started out trying to find out about the little trains; and actually the ones not casting a fortune to travle on, but gave it all up as nobody seemed being able to help us, before now where you might have an answer for us
If you do mean the trains from Bilbao to the west, these are RENFE FEVE trains:
https://www.renfe.com/es/es/cercanias/de-feve-a-cercanias-am
Here's a map to see the stations: https://upload.wikimedia.org/wikipedia/commons/thumb/7/7a/Renfe_Feve_%28mapa%29.svg/1280px-Renfe_Feve_%28mapa%29.svg.png
To the east it's Euskotren (Eusko Trenbideak Ferrocarriles Vascos):
https://www.euskotren.eus/en
The webpages do have the timetables.
Thank you sooooo much for all of the pieces of info, which you have also provided in you last answer 
A last question while stydying all of the info provided in your various answers :
- How do I get from Biarritz to Henday, where we can take the tram to San Sebastian ?
Thanks in advance for. your info provided.
Jørgen
There are "standard" TER regional trains between Biarritz and Hendaye. Times are a bit erratic (SNCF for you): sometimes every 30 min, sometimes there's a 2h gap,...
Thanks a lot for all of your answers om this subject. They have been VERY inspiring and helpful to us 
