Actually, I'm doing everything all wrong. In reading the instructions for the HP-125 pump, it says don't use teflon tape, it'll come apart and damage the pump. Naturally, I had put it together with teflon tape. So off it came, and I just got through cleaning the tape off. Will reassemble later tonight.
No return line, I don't think it's necessary for this pump, which is a low pressure/low volume one. I had bought a Holley super-dee-duper one, but the instructions said get a regulator, filter, return line, etc., which all seemed too much bother. If this setup doesn't work, I'll go back to the Holley and install all those extra expensive parts.
One reason why I'm putting in the relay now is I'll need it anyway for the Holley.
My main concern is keeping the lines away from the exhaust and everything out of the way of the axle. My eyeball measurements give me an inch or two clearance from the axle at max travel.