The random direction modifier takes precedent over other projectile direction effects such as Arrow Nova Support or Volley Support.
The return effects of Projectiles Return to you at end of Flight does not require hitting a target for the projectile to return. Hitting a wall or reaching the end of its flight distance will cause the projectile to return to the character (or to the proxy if used by a trap, mine, totem, etc.). Using up all projectile behaviours and hitting an enemy will also count as the end of Flight. Note that this modifier also applies to Spells.
This effect does not apply to projectiles which target the ground and deal damage via Area of Effect, such as projectiles from Blast Rain or Forbidden Rite.