Dwarven Thrower
There is at least one weapon that returns when thrown in the DMG (p. 167), the Dwarven Thrower.
DWARVEN THROWER Weapon (warhammer), very rare (requires attunement by a dwarf) You gain a +3 bonus to attack and damage rolls made with this magic weapon. It has the thrown property with a normal range of 20 feet and a long range of 60 feet. When you hit with a ranged attack using this weapon,
it deals an extra ld8 damage or, if the target is a giant, 2d8 damage. Immediately after the attack, the weapon flies back to your hand.
This weapon has been in the game since the original brown books D&D. However, it requires you to be a dwarf; and it is very rare, even more rare than the Bracers of Flying Daggers you already identified as a possible solution.
As an alternative, you could also consider to take three levels in the Fighter (Eldrich Knight) class, and gain the Weapon Bond feature, that allows you to bond any weapon and gain this ability with it:
If it is on the same plane of existence, you can summon that weapon as a bonus action on your turn, causing it to teleport instantly to your hand.
Or you could take 3 levels in Sorcerer, Warlock or Wizard to get if your DM allows contrnt from Xanathar's Guide to Everything to get access to the shadowblade spell (thanks to @justhalf):
If you drop the weapon or throw it, it dissipates at the end of the turn. Thereafter, while the spell persists, you can use a bonus action to cause the sword to reappear in your hand.
Lastly, you also might use a Warlock's pact weapon feature with a thrown weapon to create a pseudo-returning weapon, that you however only can get back every other round. (Thanks to @ Kirt for the pointer).