Most people only run the skimmer during the day as the main objective is to remove leaves/debris/dust from the surface in able to see the Koi better.
You can return via venturi but I found I was unable to get a good jet with my pump without restricting the flow so I use 2 Air Pumps for my aeration needs, one runs 24-7 and is used in the filter bays, the other is on a timer with the pump that pulls from the skimmer and these only run when I am wanting to see the Koi during the day.
You could run yours to a watertfall or just straight back to the pond.
You will see that I have many valves incorporated into my design as this means I am able to isolate/bypass certain items without having to shutdown the whole filtration system (for instance when the cold winter months arrive I can close valve VS16 and open VS15 and the water will not be chilled by going through the vegetable filter. I can also choose a mid water feed to the filters by operating valves V1 and V3).
I changed my pipework design about 4 or 5 times before I was happy and started with the glue. It saves a lot of time, money and effort.