RF energy is AC, not DC. Return path has less meaning here.
Don't think of coax as a center conductor and a shield, think of it as a single transmission line with two halves. The current in each half is (or should be) opposite of the current in the other half. Each current forms an equal and opposite magnetic field from the other half and (ideally) the two fields cancel, preventing the coax from radiating.
The antenna could be considered as a transducer, converting electrical energy into light (at an RF frequency). Or you could consider it as an impedance match to free space. In either case, it takes the AC power from the feed line and radiates a portion of that as radio waves (as radiation resistance). What isn't radiated might be converted to heat (as loss resistance) or reflected back down the feed line (both sides, causing SWR).
There are three "grounds" in radio:
- RF ground
- Electrical ground
- Lightning ground
These three can be connected but are functionally different.
RF ground is not really ground -- it's just the other half of a monopole antenna. Not all antennas need one. It's called ground, because frequently the other half of a monopole vertical is the actual ground, or touching the ground.
Electrical ground, sometimes called safety ground, is part of the electrical code for commercial power. All electrical grounds should be connected in part to reduce noise, and in part to prevent stray voltage in places people can touch.
Lightning ground should be positioned to conduct the majority of a lightning strike around sensitive things and into the physical ground. It should have as few sharp bends as possible and minimize resistance; all lightning grounds should connect to a single point so you don't get voltage differentials between points in the ground system. Typically electrical ground should be connected to lightning ground at a single point.