return to sump is anywhere you want it. It just dumps return oil back into the transmission. "usually" there's a port on the side of the trans case just for this. IF you have a loader, and a manual for it, u can find 3 hoses that feed the loader valve. One is pump, (normally labeled P), one is power beyond (labeled "BY", usually) and the other will be your return--which dumps back into the trans case. U can tee into that one if you want.
I've done a few of the lane sharks and sometimes you have to install another set of hoses for it to work properly (case drain), but lane shark didn't know that at the time. We went round and round over that and I lost a lot of confidence in their "engineering" department.