Hi there, excellent feedback! Thanks for giving the game a more in-depth look.
The First Return DOES trigger Prey again, as you see the markings left by the stalking actions of the Predator. I'll be sure to clarify that in my next update. I would much rather risk accelerating the end-game than letting the game drag on too long.
On the D4 / Pen: I'll look into adding some phrasing or a subheading that proposes some accessibility options. I think in the primary rules I may leave the Pen, as I do want the basic reading of the game to suggest that the game is playable without any specialty equipment (dice) or electronic devices. I don't want to alienate those who can't / don't play the game in that way so thank you for raising this topic!