Why didn't my change come back to my wallet? And where is it now?
The change should be in your wallet. Open up Electrum and check if your balance is what you expect it to be. You can also look in the addresses tab and click the arrow next to "Change" to see your change addresses and the Bitcoin that is held there.

If you are just looking at an address in a block explorer, you will not see the change return to that address. This is because nearly all wallet software follow the recommendation of generating new change addresses for each transaction. It is important to remember that an address is not your wallet; your wallet contains several addresses, but an address itself is not your wallet. You should not be looking at a block explorer to determine your wallet balance; it will be inaccurate as the block explorer does not know what addresses are actually in your wallet.