How does the current return? Do you have two phases running to every endpoint?

Try putting a 50 mA fault and see if the GFCI does anything. It won't if you don't have a second line for return current.

No, the current goes back through the neutral. This is the normal operating mode with single phase power.

This is different from ground. Neutral is the way the return is meant to go. Ground is a safety feature. Connected to the enclosure in some devices.

So sockets here have 3 wires: Live (Brown), Neutral (Blue) and Ground (Green with Yellow stripe). But the switches only have Live and the Switching wire (Black, the wire that goes to the light). The light then receives the switching wire and has Neutral. Because the power is consumed in the light and returns via neutral.

The switch doesn't need the neutral normally because it doesn't use any power. It just switches it on and off on the way to the light. But the wifi switchboxes do need it because they need to remain connected even when the switch is off.