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I found the answer in the autobiography of General Horrocks where he clearly stated that it was the sixty-four thousand dollar question where the usual information was to inform him about the enemy troops he would be facing. So the answer to the question is: he didn't have access to ULTRA because he didn't know the German 15th Army was there and that halted him for a precious amount of time. As a consequence he missed all the targets to get to the bridges in time.
Source: Brian Horrocks, Corps Commander, London, 1977, Sidwick and Jackson.
In the mean time, I located 200 ULTRA messages about German troop formations which were distributed under a very select group of British officers, not including General Horrocks.
Upvote:8
History.net: Ultra Code Breakers -- The Misunderstood Allied Secret Weapon, emphasis mine:
[T]he British and their American allies evolved a carefully segregated intelligence system that limited the flow of Ultra to a select number of senior officers. The Ultra information dissemination process lay outside normal intelligence channels. For example, the intelligence officers of the Eighth Air Force would not be aware of the existence of Ultra and would therefore not know the duties of the Ultra liaison officers. Those officers, in turn, would forward Ultra intelligence only to the commanders of the Eighth and Ninth Air Forces.
[...]
Unfortunately, there were drawbacks. Intelligence is used only if it reaches those who understand its significance. [...] On September 5, Bletchley Park made the following decryption available to Allied commanders in Western Europe:
For rest and refit of panzer formations, Heeresgruppe Baker [Army Group B] ordered afternoon fourth [September 4] to remain in operation with battleworthy elements: two panzer, one-six panzer [Second, Sixteenth Panzer Divisions], nine SS and one nought [Ninth, Tenth] SS panzer divisions, elements not operating to be transferred by AOK [controlling army] five for rest and refit in area Venloo-Arnhem-Hertogenbosch.
Putting this message together with intelligence that soon emerged from the Dutch underground in Holland that SS panzer units were refitting in the neighborhood of Arnhem, Allied commanders should have recognized that Operation Market-Garden had little prospect of success. Unfortunately, they did not put these pieces together, and officers at the highest level at Field Marshal Sir Bernard L. Montgomeryβs headquarters who had access to Ultra also failed to draw the correct conclusions.
So yes, there definitely was an Ultra intercept addressing the German forces in the area. And not only an Ultra intercept, but corroborating intelligence from the Dutch underground.
Which allows us to side-step the whole issue of who exactly knew about Ultra, or had Ultra information in hand in the sense of "this is an actual intercept by some undisclosed source" instead of a summary by higher-ups (which would be really hard to source). Information on German troop concentrations was available at some level of Top Brass or another. It turns into a question on "did they act on it, and why (not)".
There might even have been changes to the original plans based on this information, for this reason or that -- again, this will be hard to impossible to source. Either way, Operation Market Garden got the "go ahead".