Hi, I have been to Rhonda, had a great time, don't know what time of year you are thinking of going, we went the first week of June, it went very cold at night, it's very high up in the mountains.
We had a great time, spent a couple of nights there, plenty to see and do, lots of little cafes and restaurants.
In answer to your questions.
1) The link to the train service is
http://www.renfe.es/ this will take you straight onto the page you sort out routes and times.
2) As far as I can see, there is no point returning to Seville, you are half way to Valencia when you are in Rhonda, unless of course you have some reason you want to go back to Seville.
3) I can't really comment on bus or train, I have been to all 3 places, but we travelled by car.
You will have a really good time, good choice of places to visit, I love Seville one of my favourite places in Spain, Rhonda is really interesting, Valencia- I liked what I saw, but it's a big place, we were there because we were taking the car ferry over to Mallorca.
Hope this helps.