I saw them at their ground play Barcelona . I was out on a trip with mates and had got tickets for Real v Sevilla . Once we got out we found Rayo were playing Barcelona in the evening we got tickets for that game as well. The ground was a bit like Firhill. Their ultras had some protest that night against their board. They lost 7-1 I think with Messi on the subs bench for Barcelona
They are pretty active on many issues, recently ringed the stadium in protest against the potential ground move. You can't buy online tickets there, stadium in person or nothing.