Oh, and that ‘return to sender’ idea? Rarely works smooth, especially with CEX, where deposit and withdrawal addresses differ.
How about prove to us that you made a withdrawal/a deposit from an exchange (by recording a process of signing in to a CEX and showing account details along with withdrawal history), if everything is OK, then the person can generate a deposit address for refund.
I think I have seen some services use such procedure on users to prove the source of funds. This can also work for refunds once it checks out