“The card returned to its owner’s hand may be the card they discard. If it’s the only card in that player’s hand, it must be discarded.
Compelling Deterrence targets only the nonland permanent. If that permanent becomes an illegal target, Compelling Deterrence doesn’t resolve and that player doesn’t discard a card.
If you target the only Zombie you control with Compelling Deterrence, you won’t discard a card.”