I found one! On my way back from dropping some things off at our new condo today, I looked to my right and saw a sign that said, "Lanas de Argentina!" (Wools of Argentina). Yeah, I couldn't walk past it. So, even though the shop was closed, the lady let me in because they were having a class. They have classes!
The shop is called Manos de Hada (Fairy Hands). They distribute only LHO yarns from Argentina, most of which are unfortunately not made from pure wool, but all of which are nice for what they are. And cheap! I got four 250 gram skeins of a silk-rayon blend for $24, and two 100 gram balls of pure wool in a sort of slubby heavy worsted for $8. The shop is run by the Fiorella Group, which also sells some scarves and things made by the women in the shop.
Manos de Hada is located on Noboa Caamano 438, between Coruna and 6 de Diciembre, near the La Colina (or La Paz). They are open until 6 on weekdays.
I'll post pics of the yarn when my camera battery is charged.