Hi,
It's normal that it displays the standard thank you for your purchase page. However, on that page, if the return URL setting is filled, there is some javascript code to redirect to your return URL:
take.ms/hhScP
If it doesn't do the redirect, then it probably means that you have a javascript error on that page which stops the browser from processing the javascript redirect to your return URL.
So you'll have to look at the javascript console of your browser on that page. It should give you the error message corresponding to the problem leading to the issue.
Most of the time, it's some kind of javascript conflict with your Joomla template.
Try to switch to the default Joomla template and do a test checkout with it. It might actually work with it, confirming that there is some kind of conflict with the template you're using.