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Perhaps O.J. was Edward's pet name for Mrs. Simpson. :)

Just kidding, of course; I don't see it either.

Jo is beloved in Scots but I don't get "returned".

Return can mean to "render" or "yield", so S+I+JO yields a short poem. I think it's just in there to make the surface of the clue read better. But we are conditioned to think of "return" to mean a word reversal, aren't we?

You're no doubt right. I did wonder whether that's how it's supposed to be interpreted. Received could have been used in a similar way.