A while later, Yong and Yeo returned to the room from buying food at a nearby convenience store. Yeo fell asleep on the second bed , before Tay began to sexually assault the victim.
To me, ‘from buying food at a nearby convenience store’ and ‘after buying food at a nearby convenience store’ are both acceptable.
In my opinion, the nuances between the two could be as follows:
When you use from, your main engagement was shopping. If you use after you also had other things than shopping.
When you use from, you may have come back direct from shopping. If you use after, you, perhaps, did not come back straight after shopping.