This is common on a few routes, particularly in the London area, where there is more demand for travel into London than from it.
You are required to have available for inspection the unmarked return portion of your ticket when using the outward (this is in the National Conditions of Carriage), so unfortunately this combination is not valid and if your return ticket was inspected or passed through ticket gates then you would have to buy a single ticket to get back to Chelmsford.