Hi,
As per the Sales Cycle, a Return document is a target document to the Delivery document so even though the Return in your case is a standalone document, then also it would not be possible to have that document appear in the same Delivery by using 'Copy from' along with the Order.
You can either independently copy Orders or Return to the delivery but not both documents together.
Also, a Service type Delivery would not show list of documents in the Copy from list if the base documents are of Item Type and vice versa.
Kind Regards,
Jitin
SAP Business One Forum Team