I'm not sure about the problem you're seeing; I just did a quick search for Jan 17 and got 16 different options from Sevilla to Madrid via AVE.
To answer the other questions, yes, trains do sell out, so you should buy ahead of time. It is possible to switch times, but you need to do it ahead of time. There's a link for "Cambios y Reembolsos" that will let you do that.