FedEx requires a special documentation for returns from USA above the $2500 (EEI, which generates a mandatory export number, ITN). When exporting shipments with a value of over $2500 out of the US, then there needs to be an EEI filing completed with the US authorities. This will create an ITN number which needs to be included or the exemption number in the Ship Request in the line ExportComplianceStatement. More details on EEI can be found at Electronic Export Information | FedEx --> Carrier team confirmed that this feature is not implemented yet, so please create a Canny post for it.