About the teaching: “Returning to consciousness” and “There is nothing to return to”
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Yes, there is nothing to return to and no one to return to anything.

Having said that, this is true once it is true.

Repeating “there is nothing to return to” means nothing if it is not your direct established experience. 
When it is not your direct experience, such a teaching is neo-advaita.
The true teachers who share: “There is nothing to return to” share many other pointers, such as: “Keep returning to consciousness”.
They also share their silent presence, the silent presence of the Self.

Until “There is nothing to return to” becomes your direct living experience, keep returning to the Self and living as universal consciousness.