More power input to diode is better, you can have more power output. So that's better return loss meaning.
Freq Multiplier's Conversion Loss is different from other conversion loss. This conversion loss should be all output harmonic waves power divide input power. Such as the input power is 15dBm, and conversion loss is 20dB, so the 30 tooth harmonic total power should be -5dBm. If all the tooth are equeal power, so the desired power output is (-5dBm-15dB)=-20dBm. But if you match specially for one harmonic, you can have greater power. The conversion loss relate with the nth harmonic.
what is your N multiplier?