Sorry to hear you're having some troubles.
It seems perhaps the ReturnPath API doesn't support jsonp. I looked their documentation and couldn't tell if it's something that they support or not. If they don't support it, the jsonp method unfortunately won't work. Do you have a contact at ReturnPath you could ask to find out if they support jsonp?
Also, is your code posted online anywhere? It would be useful to be able to take a look and see if there's anything else that may be going wrong.
Samm - you are absolutely correct. I followed up with my ReturnPath contact and the API doesn't support JSONP. Always good to ask before trying it out! Thanks for the pointer.