AboutVíctor Díaz Expertise I live in Madrid,and travel frequently to Valencia. I have also travelled to many places all over spain, if haven't been there i'd try to help anyway providing my knowledge and links.
I enjoy trekking in the mountains, and know pyrinees, Picos de Europa and mountains in the center.
From Benicassim get to Valencia by bus or train
by bus i have porblems finding the bus comany that do the route, i have even read that there is no direct link from Benicassim to Valencia and read also that Hife owns this route.
In the Hife website they don't show this route http://www.hife.es/
May be they own the route but is not currently operative.
From Valencia get to Sevilla by bus or train http://www.alsa.es
a couple of buses daily, takes 12h and cost about 50euros
trains: one train daily takes 10haprox and cost about 50euros too.
From Sevilla get to Lagos by bus (no train connection between south of spain and south of Portugal) http://www.eva-bus.com (notice sevilla in portuguese is Sevilha)
this line is shared with spanish local bus company http://www.damas-sa.es/
Sevilla bus station to Lagos is 'Plaza de Armas', i comment this because there are two bus stations in Sevilla.
other alternative you may consider---------------
Benicasim-Madrid by bus with Auto-Res or by train http://www.avanzabus.com/web/
Madrid-Lisboa with Auto-Res or train (ovenight lusitania)
Lisboa-Lagos by bus or train