Hot water recirculation
If you are (as is common) "returning" via a cold water supply line, rather than a dedicated recirculation line, I think you need a check valve where the hot recirculation joins the cold line, not just at the pump.

Otherwise the cold can backfeed from the cold water line to the hot loop when the hot water is run, without the check valve at the pump being involved. All the system designs which use the cold water line as a return typically have the pump located at the point of joining the hot to the cold, NOT at the water heater, so that the check valve in the pump works for this application.

If you have a dedicated return line, and it has a check valve in the pump, that should be sufficient, and you should complain to the supplier of the pump if the check valve is not working.