I’ve tried Munich, Madrid, Amsterdam, Porto, Barcelona, Nice, Zurich. Every option is either too expensive or doesn’t leave you enough time to get there. Cheapest and best route I could find was flying to Paris on Wednesday morning but waiting about 8 hours for the flight to Bilbao but it doesn’t land till 6:50pm which is cutting it too fine. It’s also about the day and the experience and I wouldn’t get to enjoy it if I were to go down that route.
Can you not fly out night before somewhere on the same train line and get the train up in the morning?