Where does return current flow for a differential signal?
It depends on the physical geometry of the transmission line.

I can route two tracks on a PCB, not too close together but matched in length, and use them as a differential pair. In this case, each of the individual lines will have its own return current on a nearby ground plane.

Or I can make a closely coupled pair of tracks on the PCB, with the line-to-line spacing less than the line-to-ground spacing. In this case most of the return current will be in the complementary line, but there will likely be some return current in the ground plane near each line.

Or I can make a purely differential line, like unshielded twisted pair, and pretty much the only return current for one line will be in the other and vice versa.