Trains to Grenada tend to be difficult, so the routing wouldn't surprise me.
As for buying in advance, I definately would for the AVE since depending on business travel, these sell out rather quickly - esp if you want a non-smoking car (key for me). The Cordoba-Grenada train less important since Nov isn't high season, but I would do it anyway. If you can't book online, let me know via email and I'll get you a telephone number.
------------------
http://www.benjaminwagner.com
Great music!