Understanding the Yoneda lemma maps.
I'm trying to understand the maps between the natural transformations and $F(A)$ in the proof of the Yoneda lemma. I've been struggling for a bit to understand the Yoneda lemma, so I'm trying to understand the mapping construction as a recipe and using that to understand the theorem and gain an intuition for it rather than vice versa.
What, exactly, are the two maps between the natural transformations and $F(A)$ in the proof of the (covariant) Yoneda lemma?
This entry on ProofWiki shows explicit constructions for the maps from $F(A)$ to $\mathrm{Nat}(h_A, F(A))$ and the reverse.
I'm going to change the notation slightly and use a superscript to denote which category an object is in. $x^C$ is an object in the category $C$. $f^{\mathrm{Mor}(C)}$ is an arrow in the category $C$. I will sometimes use a specific set, such as $F(A)$, as an annotation. $x^{F(A)}$ means $x^{\mathrm{Set}}$ and, additionally, $x$ is an element of the set $F(A)$.
The map $\alpha$ goes from $\mathrm{Nat}(h_A, F)$ to $F(A)$. The map is defined as follows.
$$ \alpha \;\;\text{is}\;\; \eta \mapsto \eta_A(\text{id}_A) $$
I am really confused why the RHS is not just $\eta_A$. Since $\eta$ is a natural transformation between functors from $C$ to $\mathrm{Set}$, this would mean that $\eta_A$ is in $\text{Mor}(\mathrm{Set})$. However, $\text{id}_A$ is also in $\text{Mor}(\mathrm{Set})$. I don't know how this construction produces an object in $\mathrm{Set}$.
With type annotations, I think you get
$$ \eta^{\mathrm{Nat}(h_A, F(A))} \mapsto \eta_A^{\mathrm{Mor}(\mathrm{Set})}(\text{id}_A^{\mathrm{Mor}(\mathrm{Set})}) $$
I'm also confused about the $\beta$ map. $\beta$ goes from $F(A)$ to $\mathrm{Nat}(h_A, F)$.
Here is what $\beta$ looks like with type annotations on parameters alone and the ultimate RHS. I inferred the types myself, but the overall expression is similar to the presentation on ProofWiki.
$$ u^{F(A)} \mapsto x^C \mapsto f^{\mathrm{Mor}(C)} \mapsto (Ff)(u)^{\mathrm{Set}} $$
I'm also confused by this expression. A given, specific natural transformation $\eta$ can be though of as a map from $C$ to $\mathrm{Mor}(\mathrm{Set})$, i.e. it associates morphisms in the target category to objects in the source category.
Given this, it's hard for me to see why we don't end up with something of the following form for $\beta$, i.e. we're given an element of $F(A)$, and our map $\beta$ kicks out the component map of a natural transformation.
$$ u^{F(A)} \mapsto x^C \mapsto (\cdots)^{\mathrm{Mor}(\mathrm{Set})} $$
So, what exactly are the maps between $F(A)$ and the natural transformations used in the proof of the Yoneda lemma? I'm having a hard time finding the proof presented in a substantially different way (or a more elementary way) from what ProofWiki does. For example, the proof on Wikipedia seems broadly similar in terms of the explicit construction, which makes me think I'm missing something big/obvious.
Thus $\beta(u)_X$ is "$f \mapsto F(f)(u)$", and $\beta(u)$ is "$X \mapsto (f \mapsto F(f)(u))$".