[elemenowpee]

No specific instructions, was just told to return the box for some reason.

I feel you are overthinking the whole process. Try to think and act like you actually received the empty package - you are confused, they said return the package, so you return it. If they ask any questions, the only thing you can answer is "I opened the box, it wasn't inside" you cant answer any other questions because thats all you know. It should be fairly straight forward. Thinking in this manner should give you some more confidence. Good luck