Translation:She never came back after telling them this.
You have the rule right but you are applying it differently. "This" refers here to what was recently mentioned, that she would come back. "That" would refer to something mentioned earlier. I could not understand what the French is saying from the English. In English I'd have to say, "She never came back after telling them that she would." If you speak with dated formal grammar like Duo has it here no-one will understand you and you'll just sound funny . . .
"Returned" is not accepted, but "came back" is...c'mon, folks, you know that translation is a flexible process, you need to be more accepting of other answers. I'm just going to copy/paste the Duolingo response so I can't get it wrong the next time this comes up (which it will before I can get out of this lesson).