This questions is basically a duplicate of hreflang tags in sitemaps - your site has no hreflang tags, which got no responses, so I'm asking myself in turn.I'm not using HREFLANG tags in my HTML; instead, I'm putting them all in an XML sitemap, which is:<urlset xmlns=http://www.sitemaps.org/schemas/sitemap/0.9 xmlns:xhtml=http://www.w3.org/1999/xhtml>  <url>    <loc>http://www.example.com/</loc>     <xhtml:link rel=alternate hreflang=en href=http://www.example.com/en/ />     <xhtml:link rel=alternate hreflang=fr href=http://www.example.com/fr/ />    <xhtml:link rel=alternate hreflang=de href=http://www.example.com/de/ />     <xhtml:link rel=alternate hreflang=es href=http://www.example.com/ />  </url>  <url>    <loc>http://www.example.com/quienessomos/</loc>    <xhtml:link rel=alternate hreflang=en href=http://www.example.com/en/quienessomos/ />     <xhtml:link rel=alternate hreflang=fr href=http://www.example.com/fr/quienessomos/ />    <xhtml:link rel=alternate hreflang=de href=http://www.example.com/de/quienessomos/ />     <xhtml:link rel=alternate hreflang=es href=http://www.example.com/quienessomos/ />  </url>  <url>    <loc>http://www.example.com/comofunciona/</loc>    <xhtml:link rel=alternate hreflang=en href=http://www.example.com/en/comofunciona/ />     <xhtml:link rel=alternate hreflang=fr href=http://www.example.com/fr/comofunciona/ />     <xhtml:link rel=alternate hreflang=de href=http://www.example.com/de/comofunciona/ />     <xhtml:link rel=alternate hreflang=es href=http://www.example.com/comofunciona/ />  </url>  <url>    <loc>http://www.example.com/contact/</loc>    <xhtml:link rel=alternate hreflang=en href=http://www.example.com/en/contact/ />     <xhtml:link rel=alternate hreflang=fr href=http://www.example.com/fr/contact/ />     <xhtml:link rel=alternate hreflang=de href=http://www.example.com/de/contact/ />     <xhtml:link rel=alternate hreflang=es href=http://www.example.com/contact/ />      </url>  <url>    <loc>http://blog.example.com/</loc>    <xhtml:link rel=alternate hreflang=en href=http://blog.example.com/en/ />     <xhtml:link rel=alternate hreflang=es href=http://blog.example.com/es/ />      </url></urlset>This sitemap has been there for months without issues: a week ago, though, Google Search Console has started warning me saying that there are no return tags errors. It says that there are 4 errors in the en version:Originating URL /, alternative URL http://www.example.com/en/Originating URL /comofunciona/, alternative URL http://www.example.com/en/comofunciona/Originating URL /contact/, alternative URL http://www.example.com/en/contact/Originating URL /quienessomos/, alternative URL http://www.example.com/en/quienessomos/It then says that there are the same 4 errors in the fr version. Oddly enough, the de version only shows one error, for the root URL (/ -> http://www.example.com/de/).I understand the idea that HREFLANG tags should be bidirectional. What I don't understand is how to implement that when I'm putting the tags in an XML sitemap. Should I add new entries such as the following for every alternative language and page or what?<url>   <loc>http://www.example.com/en/quienessomos/</loc>     <xhtml:link rel=alternate hreflang=fr href=http://www.example.com/fr/quienessomos/ />    <xhtml:link rel=alternate hreflang=de href=http://www.example.com/de/quienessomos/ />     <xhtml:link rel=alternate hreflang=es href=http://www.example.com/quienessomos/ /><xhtml:link rel=alternate hreflang=en href=http://www.example.com/en/quienessomos/ />     </url>  <url>   <loc>http://www.example.com/fr/quienessomos/</loc>    <xhtml:link rel=alternate hreflang=en href=http://www.example.com/en/quienessomos/ />    <xhtml:link rel=alternate hreflang=de href=http://www.example.com/de/quienessomos/ />     <xhtml:link rel=alternate hreflang=es href=http://www.example.com/quienessomos/ />     <xhtml:link rel=alternate hreflang=fr href=http://www.example.com/fr/quienessomos/ /></url>(etc., etc.)
No return tags when using a XML sitemap
google search console;xml sitemap;hreflang
in short: yes. You last example is correct. Each sitemap URL, which is <loc>, should have its hreflang counterparts (if any).