Are you in a collection when you are sending images to PS? Images aren't auto placed in a collection when going back into LR when saved in PS.
If you return to Lightroom and do not see the .tif it will likely be as JSM has suggested. If you have exported to Photoshop from within a collection you will need to synchronize the original file folder to have the edited file added to that folder. From within your collection, right click to 'Go to folder in Library', select that folder in the left column, right click and Synchronize. It will be added to the folder. You may want to add it to your collection at that point.
If you start from a collection, the saved tiff will get saved back into the same collection. This is my preferred workflow, because it is easy to find the tiff in LR when I return. This even works if you save the file as a PSD to some other location of your drive, and give it a new name. It didn't always work this way, but thankfully that got fixed.
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"I don't know where the saved file from photoshop goes but it does not go back into LR. This is a major interruption to my workflow and quite frustrating."
When you select an image to 'Edit in Photoshop' (CMD E) then save and return to Lightroom, the edited file is being saved to the original folder that the image is in in your catalog. It should also show up in your collection. If you don't see it when you go back to Lightroom, check to see what your 'Sort' is on and change it to 'added order' or 'capture time'.