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was there an SEC form files that showed an insider buying shares that raised $800k?

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Look at the last 3 SEC filings on the CytoDyn.com website. 2 of them are for this Director, first for just under $300,000 (3rd to the last) and second for just under $500,000 (last one). There is a 3rd SEC filing (2nd to the last) that shows that CytoDyn's General Counsel purchased 10,000 shares at $2.50 for $25,000 on the open market, which one could argue is even more meaningful, although lessor in amount.

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You made it seem like it was purchased on the open market

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Yes, that's what the 3 SEC filings state with the code P.

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so how does CYDY get those proceeds?

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They don't. It was, as you recall, an open market transaction or transactions, meaning from various sellers to a buyer (the Director), just like you would buy your own shares.