I wouldn't say that trains are "always" more comfy than buses, anyway. That just isn't true. I've been on plenty of really deluxe buses and some pretty crummy trains. In any case, I've taken that bus and it was fine, it isn't that long a trip, anyway, I don't get what the big comfort issue is.

You will need a car for these.

Pedraza, north of Madrid, a time capsule.
Siguenza, especially the cathedral and its art collection.

Thank you

Alison