Itenerary mid-February -- Tips, Suggestions?

I'm glad you found a direct bus from Barajas to Toledo. That will save considerable time and effort on your arrival day. Since you're interested in so many sights in Toledo, I highly recommend considering the little bracelet sold by the tourist office. It covers a lot of the secondary sights and--at least as of 2016--includes a brief bilingual tour at most (maybe all) of them. I thought the tours were very worthwhile, but you'll need to use your smartphone to navigate between sites with back-to-back tour times. Toledo is confusing. The deal with the bracelet is that you can keep using it for multiple days as long as it stays on your wrist. Mine survived at least one shower.

I can't imagine you'll have time for it, but there's a Chocolate Museum (run by L'Atelier du Chocolat) in Bayonne. It's not in the center of town (I took a bus and walked, but a taxi would be smarter). The museum is interesting and the tasting experience is extremely generous. It is not $50/lb. chocolate, but is was plenty good enough for me to enjoy. I think the entry fee is 6 euros (don't know whether it's cheaper for children), and trying to sample everything is a quick ticket to a stomach ache.

I struggle to imagine spending 2 nights in Avila. A couple of hours were enough for me, and I'm the sort of person who typically stays in each place at least 2 or 3 times longer than other tourists. Avila has a wall and not much else. I think there's a great deal more to see in Segovia.

Thanks for the suggestions. I'd heard about that chocolate factory in Bayonne, but we may be pushing it just walking across the bridge to Cazenave and back before the next train anyway.

My wife is a huge fan of St. Teresa of Avila, hence the need for a second night there.