Jews did their best to get real etrogim. The idea was definitely not "oh dangit, we live in Germany and etrogim don't grow here, let's just use a lemon." The commandment is only seen as fulfilled if a real etrog is used which fits several criterion- that it's the right species, that it doesn't have blemishes, that the pitom- the tip- is not broken off, and that it's not grafted. (This issue with grafting became a big deal in Italy in the 16th century, as local etrogim which were used cheaply turned out to have been grafted, to the chagrin of the community.)

Obviously, for Jews living in areas where etrogim didn't grow- like most of Europe- this made getting etrogim very difficult. However, it was not impossible- for the right price. Traveling merchants would import etrogim from areas where they grew (over time, some popular areas included Corsica, Corfu, Catalonia, Palestine, and Morocco) and would sell them to the Jewish communities themselves, rather than to individuals (unless the individual was very wealthy and could afford it). At this time in Europe, Jewish communities were very centralized and structured, and community members paid taxes each year that would allow the community to run all of its functions, like its synagogue and ritual bathhouse. One of these functions became to acquire a set of the arba'ah minim (four species- lulav/palm frond, etrog/citron, hadassim/myrtle branches and aravot/willow branches) which the people of the community would take turns using. The aravot were plentifully available, but the hadassim, lulav and etrog needed to be acquired elsewhere. The community would designate a member to obtain these items, whether on behalf of individual community members or for the communally owned set. These cost the community large sums of money, but it was seen as worth the expense- something which was apparently taken advantage of in the 19th century by the etrog growers of Corfu (whose etrogim were exceptionally popular), who apparently dumped extra stock in the sea in order to create artificial rarity and bump up prices.

As far as whether people used other fruits, from the above you can see that they made every attempt not to. But for a class that I took, I read a fascinating account of a man in rural Germany in the 17-18th century (I forget which at the moment) named Asher of Reichshofen, who was the de facto leader of the tiny Jewish community in his locale as there were no local rabbis, and was forced to make determinations of halacha, or Jewish law, on an ad hoc basis. He was in charge of getting his community's etrog one year, and they spent a large sum on it, but he wasn't sure whether it was an etrog or not. He decided that it was, and they used the etrog for the eight days of Sukkot. It was only the day after the holiday that he cut open the etrog and realized that it was a lemon. While this was considered very problematic (and from the standpoint of Jewish law it rendered the community's performance of the commandment invalid), it was considered part of the territory given how difficult it was to obtain a real etrog. Sometimes it just wouldn't work out.