I'd start with the 20 long
Or,section off part of the 40 and do a transition to more space over time.With a nervous species such as Chinese you don't want to take that sort of change too fast.
For a wheel,the 9 inch Silent Runner would be best.8.5 inch Comfort Wheels(the only 8.5 inch wheel I'm aware of)are not very good wheels and while they might work they're very loud and could potentially be more scary for a nervous hamster due to being so loud and also the open front.Silent Runners have an enclosed front which gives a more secure feeling for hamsters,and the design is considerably safer than any wheel you'll find on the market.
Burgess dwarf will be the best diet option.There isn't anything else as a single food that would be diabetes friendly in the US,and anything else would require mixing with another food to be suitable.Since there are no lab blocks or pellets which are diabetes friendly,that just isn't an option.Harry/Hazel has pieces which are not small enough for dwarf hamster mouths,so while it would be an acceptable food it just isn't the most appropriate.
It really won't matter what gender you get,as it is just down to personal preference
As for where you get the hamster,there isn't really one specific source that would be best.While everything will have its own benefits and drawbacks,nothing is perfect.For example with breeders you might have to wait a long time to get an available hamster to purchase,and you may also have to travel a very long distance to get the hamster.With rescues,the hamster will have an unknown background and could be any age with any potential health problems,which is something to consider but ultimately up to the individual to decide whether or not they mind
Pet shop hamsters can also be a perfectly fine choice and are nothing to be ashamed of,especially with very good local pet shops.What matters most is that you love the animal in question and give them appropriate care,not necessarily where they come from.