What you're living in I'm guessing is a modular home....... one that was brought in on wheels and set on a basement in two halves.
These homes are built with the expectation that they will have mobile home furnace installed in the closet that you say has your only return. Mobile home furnaces blow their air down. The hole that was in the floor of the closet was to be used to connect to ductwork under the home. The return on the mobile home furnaces would have been pulled through the closet door. ......... Is the door to this closet louvered?
What the installer/builder did was take the absolutely cheapest way out in hooking up a standard furnace in the basement. Hook to the supply ductwork and let the return pull the basement into a vacumn of sufficient strength to pull air down from upstairs via the hole/grill in the closet. Problem is that you're now heating the entire unfinished basement along with whatever outside air that is being sucked in through the cracks etc. in the space between the top of the basement wall and the home.
I've seen a few of these in my years and they're not easy or cheap to make right. Best way I've found in the past is to basically take everything existing down and start over. Main reason for this is that whoever would of done what you have now most likely didn't size the ductwork or runouts correctly and to "add on" to it will bandaide things, but you'll still have a system that's probably not going to function efficiently, comfortably or be very kind to your furnace and will more than likely make it fail prematurely.
Hire yourself a top HVAC company that does things right and get things done right.