Madrid to Pamplona

I recommend getting a Hostel in Madrid (you can find them for less than €30) that night and then take the train in the morning to Pamplona and go with Corazon Puro for transportation to SJPDP if you want to start there.

The best way from Madrid to Pamplona is probably to walk Camino de Madrid to Sahagun and Camino Frances to Pamplona (albeit in the 'wrong' direction)

Renfe provides train service ... approx 3 hours. Trains to Pamplona typically leave from Puerta de Atocha Madrid. Some trains require transfer at Zaragosa.

ALSA provides bus service ... approx 5 hours with transfer at Soria. Some buses leave from T4 Barajas and more from Avenida de America station in Madrid.

Your choice of train or bus depends on preferences and timings.

Prices are variable depending on date and time of travel ... see the company websites.

I don't know if there are any buses or trains leaving that late. Check the company websites for the schedules.

You'll likely need to find accomodation. (Even if you do find bus or train what will you do when you arrive in Pamplona in the wee hours? Nothing will be open.) (and after flying from Thailand you'll likely badly want to sleep) There are hotels in the vicinity of Puerta de Atocha ... see the SOL district. 60 - 80 euro. I stayed at a place called Chic and Basic and would recommend it.

I think I will have to do the same thing (stay in Madrid one night) since my plane arrives at 2:20pm and the bus to Pamplona leaves at 3:15 pm. If my plane is late I'll miss the bus and I don't think it makes sense to try to get the next bus because I will arrive too late to Pamplona.