I've found that returning weapons failing to return typically happens when attacking from out of combat, somewhere in the process of determining initiative and starting a round, the weapon "forgets" to return to the wielder. I'll usually keep a handful of non-returning weapons that I'm not going to miss (rusty spears with no value for example) to use in these cases.
Same.
If you attack while out of combat and then your initiative isn't immediate, say you're behind an enemy in initiative, it seems like the returning weapons don't return. At least in my small experience. I rarely play throw builds, but I happen to be using Lae'zel as a EK right now in my current playthrough.
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Slightly off topic: there are a lot of things I don't like about throw builds (mostly that tavern brawler is so over the top). I've noticed that the thrown weapon doesn't seem to get any special weapon abilities. For instance, if you throw the Sparky Points trident it doesn't seem to trigger lightning charges. Is that a bug, I wonder, or as intended?