Demonstrated how a PowerShell advanced function behaves when trying to return

Test-ReturnFromFunction.ps1

function Test-ReturnFromFunction {
    [CmdletBinding()]
    param(
        [switch]
        $ReturnFromBegin
        ,
        [switch]
        $ReturnFromProcess
        ,
        [switch]
        $ReturnFromEnd
    )

    Begin {
        Write-Output ('[{0}] Entering BEGIN block' -f $MyInvocation.MyCommand)
        if ($ReturnFromBegin) {
            Write-Output ('[{0}] Returning from BEGIN block' -f $MyInvocation.MyCommand)
            return
        }
        Write-Output ('[{0}] Leaving BEGIN block' -f $MyInvocation.MyCommand)
    }

    Process {
        Write-Output ('[{0}] Entering PROCESS block' -f $MyInvocation.MyCommand)
        if ($ReturnFromProcess) {
            Write-Output ('[{0}] Returning from PROCESS block' -f $MyInvocation.MyCommand)
            return
        }
        Write-Output ('[{0}] Leaving PROCESS block' -f $MyInvocation.MyCommand)
    }

    End {
        Write-Output ('[{0}] Entering END block' -f $MyInvocation.MyCommand)
        if ($ReturnFromEnd) {
            Write-Output ('[{0}] Returning from END block' -f $MyInvocation.MyCommand)
            return
        }
        Write-Output ('[{0}] Leaving END block' -f $MyInvocation.MyCommand)
    }
}