Tried to find day return Manchester-Middlesbrough but it's only showing offpeak/anytime returns or advance singles (but my return time is uncertain so I can't chance that). How come it's not obligatory to provide a day return, I don't want to pay for the extra flexibility returning within a month
Many train companies appear to want you to pay a premium when making a longer journeys.
You can get around this by "splitting" (using a combination of cheaper fares). The trainsplit.com website makes a good attempt at figuring out the cheapest "split". A quick search for next Saturday finds a flexible fare combination that will save you about £12.
It will sell you all tickets in one transaction and will have a go at obtaining the same seat throughout (but this is not always achievable) and you will get one booking confirmation and itinerary for your entire journey.
If you need to make any changes, many train companies will charge you one £10 fee per ticket, but Trainsplit would charge £10 per transaction.
Or you can manually do your own splits using any website or by asking for the tickets you want at a booking office.