A Return shipment is almost identical to a regular DPD Classic. You have to add a <return> segment to the <parcels> section and set the value to true.
You don't have to reverse the roles of the Sender and the Receiver. The system does that for you:
The <sender> segment should still contain your details, even though you will become the receiving party on a return shipment. Likewise, the <receiver> segment should contain the details of your customer despite him becoming the sending party with a return shipment.
Once you generate the label, you will notice that the Sender (you) has become the receiver and the receiver (the one who will return the label) will become the sender. The system did this by itself.
<soapenv:Envelope xmlns:soapenv="http://schemas.xmlsoap.org/soap/envelope/" xmlns:ns="http://dpd.com/common/service/types/Authentication/2.0" xmlns:ns1="http://dpd.com/common/service/types/ShipmentService/3.3">
<street>Egide Walschaertsstraat 20</street>
<street>Rue du Test 2</street>