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Addendum. In Irun you do need to walk one minute to the (also about one minute) shuttle into France. Then switch to the French train that goes to Bayonne then SJ
My vote: Take the metro at the airport in Madrid (the people there are really good at helping you maneuver the machines) to the Atocha train station. You can always pick up your train ticket to Pamploma while there before heading off for dinner and a good nights sleep.
Last I was there they...
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