I live in Spain and I can assure you that you will be able to buy tickets at the station 2 days in advance for AVE, or even on the day itself. You do not have to go to the train station, because you can also buy tickets for AVE from a lot of travel agents displaying the RENFE symbol. It is all very well organised in Spain. We have travelled to various places by AVE and we have never experienced any problems.

Kind regards,

Bard Vos Arroyo de la Miel