Can returns be sent to multiple locations? Because each of my returns needs to go back to the vendor

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This is a regular Dropshipping scenario we see across merchants.
We do have a feature on our Premium, Plus and Enterprise plans (Advanced Rules) that allows for custom return addresses. See more information on this here:
This custom return address can then be used automatically e.g. in the email to the customer. Note that you have to be able to differentiate vendors based on some parameter in the order or product information.