Thanks Aeorcity and Antonio for your info.
I think we will stay overnight at Burgos at least on the way up, and possibly on the way back, it sounds a fasciniting place.
Still not found much in the way of accommodation in either San Vicente de la Barquera or Comillas.
The Cantabria web site is very interesting, and I enjoyed reading it, however it is quite limited in it's info on places to actually stay.
Still looking, but enjoying the research!
Madly in love with Madrid