How far in advance do I need to arrive at train stations to be on time?

1. There is security. Liquids are fine; it is not as extensive as like an airport just an xray of the bag. You can buy coffee on the train if no shops are open.
2. The security does not take long and flows a lot faster than the airport; every bag just goes through the xray.
   

I arrive 30-45 minutes before departure.

Security is really minimal, basically you wait in line, when you get to the front, toss your bag on the conveyor, pick it up on the other side. No metal detector or scanner for you, you might be asked to take off a jacket, but that is about it. Food, drink, and most anything else you pack is not a problem.

The train station will be the most likely to have something open, Google indicates some of the food places open sometime between 5 and 6.

If you are not familiar with Atocha, then allow 45 minutes or more, If you have it down pat, 30 minutes is fine. Though be warned, they did start construction on some areas, expected to last a while, so that could warrant a bit of extra time.

The coffee shops/snacks/groceries will be in the mail terminal area. There is nothing on the platform. In Spain access to the platform is limited to tickets holders and (I think) fifteen minutes prior. There is light security check -- hard to hijack a train and a briefcase size bomb isn't going to do much damage. No limitation on water bottles, food, size of suitcases, etc. We have had a couple bottles of wine with no question.

I'm sure there was a scanner in Chamartin station last year, because they took away the scissor I always bring to wrap packages. Imagine there must be one in Atocha as well.

Security is pretty fast but the stations are large, so keep that in mind, especially for Atocha.

Depending on the class you booked on IRYO, they might provide breakfast and drinks. I know they offer these on their Infinita Bistro class, and the food is not bad at all.

At Madrid Atocha there is general security (procedures as described above) for everybody accessing the departures area. You then wait there until they call the gate/exit number and just show your ticket. The procedure to go to Toledo is the same.
Sevilla is slightly different because you wait in the station hall until they indicate your gate, then queue there, show the ticket, go through security on the platform or just before and then directly onto the train.