For Sancho there may be no better place than returning home and Dortmund are very open to his arrival. Dortmund are even willing to cover his salary if he wants to come because it is rumored that Sancho will only be loaned by Dortmund for one season. He will find optimal form again and it may also take time for him to start again after several months away from the game.
It seems it will be an easiest decision Sancho can make to revive his career but there is a red flag for him. Usually players don't have good experience with their returns to previous clubs where they got massive success. Kaka, Shevchenko, Drogba, Henry and many players, Sancho is younger than those players but will he make difference with a return to Dortmund, if happens, I am really unsure.
He can try and with his age, he still has good chance to succeed a second time in Dortmund.
Donyell Malen must be able to accept the situation and maybe he should try the challenge elsewhere. Currently, his new agency will definitely try to find a bidder who wants to sign him and I think Donyell Malen is also a pretty good player and as a striker or winger he has collected 5 goals so far with Dortmund.
Malen plays at a different position than Sancho and he is more like a striker, not like Sancho. Sometimes Malen is used as a winger but the striker position is more favorite with him. Sancho will have to make another important decision for his career, and again it will be related to Dortmund. When he was young, he decided to leave England and joined Dortmund, grew up there as one of most promising young star players. Now he has to think of Dortmund as where he revives his career after a failure in Old Trafford.