You are right about horseshoe bats not being sold in the wetmarket. That's a key reason no one buys that as the point of origin any longer.
However, it isn't true that the nearest bats were hundreds of miles away in Yunnan. The Wuhan research lab in question had 605 specimens of horseshoe bats. Source:
https://www.taiwannews.com.tw/en/news/3919496
Key quote: "The study identified the Wuhan Center for Disease Control & Prevention (WHCDC), which is only 280 meters from the wet market, as having collected 155 horseshoe bats, the type suspected of carrying CoV ZC45 from Hubei province and 450 from Zhejiang province. The report cited an expert who had been involved in collecting the samples as having been attacked by bats and having blood spattered on his skin on previous occasions at the lab."