What do you mean by 'returning to somewhere else'? Is it like "Is your daughter returning to Russia (after living in Denmark for many years)". Is that what you meant? Because if that's the case, this is not the phrase I'd use. I'd more likely say "Tager din datter tilbage" and then add the place she is returning to.
This phrase is more like the second phrase you wrote, "Is your daughter coming back". She has left for somewhere and we are asking if she will come back home here.
I hope this answers your question :)
In English, "Is your daughter returning," could mean "Is your daughter coming back" and "is your daughter going back." I would say however that "coming back" refers to a place where the speaker is, whereas "going back" would refer to a place other than where the speaker is. However I still feel "is returning" could be either, unless you said "is returning here" (would match up with coming back) or "is returning there" (would match up with going back). Just a technical thing and maybe someone can correct me on that. But the ultimate point is that I feel "Is your daughter returning" are interchangeable with both "going back" and "coming back" in English.