Is it possible to send a transaction that will not confirm, but go back to your wallet quickly?
It depends on what you mean when you say "to send".
You can broadcast a transaction that doesn't satisfy the requirements of the protocol and all the peers you've connected to will refuse to relay it and will not add it to their memory pool. Then you can stop broadcasting the invalid transactions, and I suppose you could technically say it "returned to your wallet quickly" since the inputs are still unspent and there are no transactions on the network that are attempting to spend them.
If you broadcast something that any peer accepts as valid, adds to its memory pool, and relays, then there is no way to "get it back quickly". You can stop broadcasting it, but the transaction still exists out on the network waiting for a miner to add it to a block. If it isn't added to a block, and if you stop broadcasting it, then it will eventually drop out of the memory pool of the peers that heard about it, but there isn't a way for you to get the peers to drop the transaction faster.
