so Rome2rio has a Potes to Covadonga
Just for clarification: Rome2rio is a journey-planning site, not a transport company. They try and give you the best travel options and combinations to get to your destination.
RumAndChupacabras' search revealed that to get to Covadonga, you'd need to take the following transport links:
1. Bus to Unquera (with Palomera - fyi their bus route runs westwards from Santander and then down to Potes, and vice versa)
2. Feve train to Arriondas
3. Alsa bus to Canga de Onis,
4. Finally, another Alsa bus to Covadonga.
Phew! Taxi isn't sounding like such a bad option after all, ha ha
One more thing: Feve is the narrow-gauge railway that runs all the way along the north coast, from the Basque country to Galicia. It's very cheap, and you'll probably find yourself using it every now and then while on the Norte. There are normally only two trains per day in each direction. It's very well used and loved by the locals, you just hop on and pay a couple of euros (it's never very much) to the ticket inspector. From San Vicente onwards the Feve follows the path of the Camino very closely - almost every little town you walk through will have a Feve stop. It's managed by Renfe, but for some reason you can't find the timetables on the normal Renfe site. You need to use
this search function!