Generally the bags need to be in reception labeled by 8am for collection, with the envelope attached with euros inside.
I phone or Whatsapp the night before to let them know there is something to collect, or the albergue staff may offer to do it for you. When I stayed somewhere they didn't collect from, the delivery company told me where to leave it. Bag always arrived by 2.30pm. It is possible to arrive before your bag.
I used Jacotrans not Correos, the envelopes are in receptions everywhere.
A number of the Donativos wont take either bookings or bag transfer. But most private places will.
I cant comment on winter hours as Ive always walked between March and the end of October.
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