Phylogenetic conflicts between genetic markers can help to disentangle complex histories of phylogeography and introgression among taxa. We previously proposed that the Chinese mainland subspecies of the intermediate horseshoe bat Rhinolophus affinis himalayanus colonized Hainan Island to form the subspecies R. a. hainanus. Subsequent recolonization of the mainland formed a third taxon, R. a macrurus, and a secondary contact zone with the ancestral himalayanus. To test for historical and recurrent genetic exchange between these mainland subspecies, we sampled populations of each from two parapatric zones and undertook analyses using one mtDNA marker, three nuclear genes and 14 microsatellites. Nuclear DNA, echolocation call frequencies and morphological data all recovered two taxa; however, a mtDNA phylogeny revealed two himalayanus clades, of which one clustered with macrurus, as well as some shared or related mtDNA haplotypes in eastern populations. Isolation-with-migration (IM) models suggested some mtDNA gene flow from macrurus to himalayanus. However, strong population structure in himalayanus raises the possibility that macrurus captured mtDNA from a coastal population of himalayanus that has since become rare or extinct. To reconcile these two sets of results, we suggest that the IM estimates might reflect historical mtDNA gene flow among populations of himalayanus, before mtDNA was subsequently captured by macrurus. Finally, microsatellite-based ABC analyses supported the island origin of macrurus; however, mtDNA-based ABC analyses suggest this taxon might have evolved on the mainland. Our findings highlight the importance of understanding population history and structure for interpreting hybridization and introgression events.