Where to connect the return pipes in HWS module

Hi! I'm starting to work with the HWS, and cannot find a way to connect the Return pipes. I'm trying to connect those pipes after (or before) each set of hot water appliances, but I receive a message saying that is a "spurious connection". Do I need another  System Marker for the return pipes? and when I came but to the flow source, where do I connect them?

Thanks in advance!

Jose