You will have to manualy add this header in mailinglist code.
This extension probadly uses lib/ezutils/classes/ezsmtp.php
In this file you find "Function which handles sending the mail. " with one of paramteres is "headers - Indexed array of headers, one header per array entry "
I have looked at some of the programs - even if I am not a PHP programmer... For me it seems that it is the ezMail program that is used. The "setReceiver" function etc is called from the mailinglist program. In ezMail it is a function called setExtraHeaders, which I would presume is for the return-path etc. So I tried to modify the mailinglist program:
$mail = new eZMail();
$mail->setReceiver($email);
$mail->setSender($params['from']);
$mail->setSubject($subject);
$mail->setBody($result);
$mail->setExtraHeaders(array('Return-path','webmaster@hornet.no')); (this line is new...)
$mailResult = eZMailTransport::send($mail);
The program works - but I still do not get a new return-path in my email.