Sorry for the delay in replying.
There are no direct train services between the South Western part of Andalucia and Lisbon.
You best option will be by bus via Seville.
Alsa.es operate a service as follows
JEREZ LISBON Sete Rios 12:30 21:15 Thursday to Sunday
JEREZ LISBON Sete Rios 22:30 07:30 next day daily
Prices Single € 66,00 Return € 114,00
