Filter messages to different addresses to separate folders and set the folder identity (part of the folder properties) for the respective folders to the matching address.

You won't find a setting for the return path there, but when you leave TB to it's own then it'll use the from address as return path.

When you leave the reply-to empty at the account properties then you can leave it empty at the foder identity too. (Replies to messages without reply-to will be directed to the from address.)

As a sidenote. This will cause all messages to have the from address set in the folder properties of the folder you've selected. So when you're sending a new message to the hockey club, you should not do so from your football folder.
As somebody who's using a similar setup for four years, I can say that it's not that hard to keep that in mind, I don't think I've used the wrong address five times in those years.

Though I've never felt the need, you could automate it based on recipient. Select your contacts in address book groups and define templates for those groups (in the group properties), you can set the from header with:
%From='"Name" <address>'
the reply-to
%ReplyTo='take your pick'
The return path can be set with
%ReturnPath='whatever'
And additional headers can be set with
%SetHeader("Header","Text")