I find retail shopping in HK to be a frustrating experience in general- after a bit of noob internet research I knew far more about fan specs and product range than anyone I met in a store. I ended up being told by about 5 different stores that what I wanted didn't exist in Hong Kong, only to evenually find it at a one HK online retailer.
If you're going to run a light and rely on a wall control, you're going to need three or four wires running to the fan (I can't remember which, sorry). As the light runs on a separate circuit to the fan (obviously).
Or you can just use a remote control for fan speed and light control, and not worry about the wiring.
85W LEDs doesn't sound right, you might be talking about Halogen? But it'd probably be an E27 screw type socket and you could whack an LED bulb into it. You won't be able to run a dimmer though.