They sell some really, really obscure stuff at the department stores. That being said, I wouldn't use Choluluah as my gauge of popular, common American goods available here. I rarely, if ever, lament not being able to buy it or many things...because most of them are here.
If you're really into hot sauce, you should go to Chili King in Itaewon. He's hot sauce obsessed and has hundreds. Even makes his own. He definitely has Choluluah.
Besides the big stores, the new trend are mom and pop shops opening up in empty stores with a hodge podge of snacks and candies. In my old neighborhood, an hour south of Seoul in the suburbs, this woman has a shop with all the American candies, Tums, ranch, Kraft dressings, flint stones vitamins. The most random stuff.