Return address is the current PC when the interrupt comes. The value of the PCLATH doesn't matter. But, you need to save the original PCLATH value at the beginning of the interrupt service routine (ISR), and modify it according to GOTO, CALL addresses used in the ISR. When you are done, restore it just before leaving the ISR.
Failing to modify PCLATH at the beginning of the ISR may cause the CALL and GOTO instructions used in ISR to jump to unpredictable addresses, which generally means catastrophic failure. Failing to restore PCLATH to its original value before returning from ISR may cause the same problem when the first GOTO or CALL instruction is executed after code flow returns from the ISR. Remember, PCLATH is used when a CALL or GOTO instruction is executed, or when the PCL register is modified. It has no effect on RETURN or RETFIE instructions, nor the hardware interrupt jumps to the interrupt vector.