YOU SAID:

My dad went to go get milk but he never came back

INTO JAPANESE

父は牛乳を買いに行ったが帰ってこなかった

BACK INTO ENGLISH

My father went to buy milk, but he didn't come back.

INTO JAPANESE

父は牛乳を買いに行きましたが、帰ってきませんでした。

BACK INTO ENGLISH

My father went to buy milk, but he didn't come back.