Panadería in Durham
I'm pretty sure there is one in Cary in one of the strip malls at the corner of Chatham and Maynard. I'm not sure which street it is in, so be sure to check all the buildings on both streets. If you can't find it stop at Taqueria Rancho Grande on Maynard, try one of there tortas and if you like the bread, ask where they get it. One of their female employees speaks English.
There's a place that just opened on Hillsborough Road that calls itself a panaderia. I don't know the name, but it's right where Hboro meets Main, almost across from the Food Lion (across from the gas place).
Also, near holloway st. where miami blvd intersects (that area near the DMV on 70), there is a small panaderia that seems to bake its own goods. It might be on Alston (that area confuses me) but it's near the harley davidson place and the new biscuitville.
The panaderia at Compare looks like it bakes its own bolillos and other goods, but I might be wrong about that.
I can't vouch for quality on any of these.