YOU SAID:
My dad went shopping for milk and never came back.
INTO JAPANESE
父は牛乳を買いに行って二度と戻ってこなかった。
BACK INTO ENGLISH
My father went to buy milk and never came back.
INTO JAPANESE
父は牛乳を買いに行ったが戻ってこなかった。
BACK INTO ENGLISH
My father went to buy milk, but he didn't come back.
INTO JAPANESE
父は牛乳を買いに行ったが戻ってこなかった。
BACK INTO ENGLISH
My father went to buy milk, but he didn't come back.
That didn't even make that much sense in English.