More than 1,300 fossil bats have been documented. (https://paleobiodb.org/navigator/) Bats are thought to have evolved from small shrew-like mammals of which there are thousands of fossils. This means that thousands of transitions should exist between small walking mammal and bat, but we don’t have conclusive fossil evidence.
In fact, here is a webpage about Bat Evolution which clearly shows that there are some big questions to how they may have evolved…if they did. http://www.thewildclassroom.com/bats/evolution.html