When the enemy turns invulnerable or hidden before their attack projectile hits, Return's visual effect still draws, despite it not affecting the enemy.

Furthermore, if the attacking enemy is invisible or inside the fog of war, Return's visual effect will still draw, pin-pointing the enemy's location even when you have no vision over them.

Return should check if the attack source is invulnerable, hidden, or not visible (invisible without true sight nearby, or in the fog of war) and not draw its particle effects if that is the case.

Here you can see how it reveals Puck while invisible or in the fog, and how it pointless draws its effect even when puck is invulnerable or hidden