I tried to book a rail ticket to get from Lagos Portugal to Marbella Spain via Seville on Sept 24, but it advises no tickets available. Is this because I can't book this far out or is it full?
I'm not sure there is a train between Lagos and Seville. There is a bus between Faro and Seville.
https://www.seat61.com/international-trains/other-cities/trains-from-Algarve.htm#Faro_to_Seville
It would be too early to book Spanish trains, but I don't this exists as a train route.
There are no trains from Lagos to Seville and no trains to Marbella either. You might have to take buses from Lagos to Seville, then on to Marbella, probably through Málaga.
You can take a train from Seville to Malaga, but apart from that you will need to take buses for this trip.