For Segovia, we just did this exact trip last weekend. The high speed train option is actually quite easy- on the Madrid end you leave from Chamartin station, which is on the northern edge of town but reachable on the metro (if you are staying at the very centre, Sol, just take metro 1). On the Segovia end, the station is fully out of town and too far to walk. However, there are buses into town that link up with the train times, and the ride is only 10-15 minutes. The train from Chamartin to Segovia is only 25 minutes. If you choose the train I would definitely book in advance as these trains do book up, and to save time at the station. You can book them directly on the RENFE website: https://www.renfe.com/es/en
If you haven't taken a train in Spain before, it's important to note that all stations have security checks before entering (all bags and coats get scanned) so make sure you leave enough time to arrive to clear the security checks- sometimes the queues are a bit long.
It's been a very long time since I visited Toledo so unfortunately not able to advise on that one. Good luck with your trip!