Currently the usage of the returning clause is not allowed via a database link.
If we try it we get
ORA-22816: unsupported feature with RETURNING clause
22816. 00000 - "unsupported feature with RETURNING clause"
*Cause: RETURNING clause is currently not supported for object type
columns, LONG columns, remote tables, INSERT with subquery,
and INSTEAD OF Triggers.
*Action: Use separate select statement to get the values.
A typical use case is to insert ID columns using a sequence. To do such an insert remotely we must select from the sequence first, then do the insert using the fetched value.
This prevents the usage of identity columns in the remote database (ORA-32795: cannot insert into a generated always identity column).