I guess what our team was referring to the auction market which is held on T+1 and not the normal market. On the auction market which is open between 2pm to 2.30 pm whatever could have been bought was bought and the rest was closed out. Will get someone to reach out and have a word with you and explain this better. It is unfortunate that this happened, but this is the risk of taking large short intraday positions in equity, especially non F&O stock which can hit circuit.
We had shared this post sometime back on Auction markets