Last month we were traveling the opposite direction from Baamonde to Madrid and had to finish the leg into Ourense on a bus too. As
@J Willhaus says, it is all very efficient. We were pretty amazed how well Renfe handled it all.
Our MD train from Baamonde was 10 minutes late when it picked us up and got delayed further waiting on a siding. We had a very tight connection to the Madrid train and were pretty resigned we'd miss that connection. As it was Semana Santa we were expecting the worse trying to get some transport that afternoon/evening or the next day. In my terrible Spanish, I asked a kind lady next to us if this was where we caught the bus, and she said yes. When we arrived with anxious looks on our faces, she made sure the waiting Renfe folks knew we needed help, and the personnel right there on the tracks when we got off the train escorted us at light speed to the correct bus. The bus made good time but arrived at what should have been too late to catch the Alvia to Madrid, but thankfully for us and another man, they had held the train and once again we got a light speed escort through Ourense station security and right to our train.
I think I'll remember that as (hopefully!) our craziest train connection in Spain. All the other times it has been pretty easy once you learn to navigate the "you'll know the track for your train just before it arrives" thing. And it was another example of Camino Angels and the Camino Will Provide.