There are many albergues closed. For example, San Sebastian and Zarautz were only open on summer. Others like Deba are opened all the year. It's very common to go to the local Police to take the keys or whoever keep it.
It's cold, oceanic climate, but not continental (colder). But weather, possibly a lot of rain. I was walking five weeks ago from Deba to Bilbao, absolutely alone with a terrible weather. But you will enjoy fantastic sights and places.