Will Return Orders Sync to OMS if created in WMS?

No, if user created have created return order manually in WMS, those orders will not sync to integrated OMS account. It will remain only in WMS. But if Return orders are created on marketplace like Lazada & Shopee those will reflect in both OMS & WMS. 

We hope the details above were helpful for you. Please feel free to share with us if require further assistance and will be happy to take it up.