I do that as well (take a picture of the tracking # on the return label); this is one of the reasons I treasure pre-paid labels..... I can just drop it and go, if there is a line. I suspect that it might be cheaper to pay for the return myself in some instances, but my time is worth $$ too.
I have found that both QVC and HSN are beyond accomodating, when it comes to 'missing' packages. Recently, I returned an item to HSN. For weeks, the order status did not indicate the item was returned, nor had I gotten an email acknowledging my return.
I did a chat with customer service, and gave them the tracking info from the return label, and they refunded me on the spot. I STILL don't know where the package is (when I was tracking online at USPS, it was hard to tell where the package was. according to that tracking, it went back and forth between a couple locations, so I gave up).