Asymmetric information assumption
In this setting, both buyers and sellers are usually assumed to be risk neutral. So adding an additional layer of uncertainty over seller's valuation is not really going to change the model's prediction in any "qualitative" way, in the sense that market unraveling (perhaps only partial in this case) is still an inevitable outcome, even though the exact equilibrium may be different.

Suppose the buyer is unsure of the seller's valuation, but the buyer believes that the seller's valuation follows a distribution with a mean of $3000$. Further, let's assume that under this distribution, a fraction $p\in[0,1)$ of the plum seller's value is below $2750$, the buyer's average value of the two types. 

So, by offering to buy a car of unknown quality at $2750$, the buyer gets an expected payoff of 
\begin{equation}
\frac{p}{2}(4000-2750)+\frac12(1500-2750)=1250\left(\frac{p}2-\frac12\right)&lt;0.
\end{equation}
This is worse than the zero payoff the buyer gets by offering $1500$ for a lemon. 

Since the mean of seller's valuation is $3000$, there is always a positive fraction of the sellers with values greater than $2750$, i.e. $1-p&gt;0$. These sellers will leave the market as they don't anticipate fetching a price higher than their own values for the car. The exit will then trigger the usual cycle of downward revision of buyer's conditional expected value and more exits. Depending on the distribution of seller value, full market unraveling may or may not occur.

Nevertheless, what underpins the unraveling of (necessarily a fraction of) the plum market is still the same: the buyer's anticipation of a positive fraction $(1-p)$ of the plum sellers not willing to sell at $2750$.