Eldritch Knight (Fighter subclass) gets at 3rd level Weapon Bond which includes:
Once you have bonded a weapon to yourself, you can't be disarmed of that weapon unless you are incapacitated. 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.
You can have two such weapons, but it does eat into your action economy a bit.
A 2nd level Artificer (Eberron:RftLW p. 63) has access to the Returning Weapon Infusion which includes
[The weapon] returns to the wielder's hand immediately after it is used to make a ranged attack.
Notably, you can only have one instance of a given infusion going, though if you're able to have two artificer's at work, should be able to get it on both. Though, as Eberron content may not be applicable to a campaign, Ask your DM is Artificer is right for you.
A number of magic items do things similar to what you want, but acquiring one will obviously require cooperation from your DM and reskinning them to an axe doubly so.
Dwarven Thrower and Whelm
The very rare warhammer Dwarven Thrower requires attunement by a Dwarf and returns to your hand after being thrown. If you're set on your Dwarf using axes you DM may have one be an axe instead.
The legendary warhammer Whelm also return to your hand, and your DM might be persuaded to have Whelm be an axe in your campaign world.
The magic item Dancing Sword returns to your hand after being throw/it's done flying around, and could easily be reskinned as an axe.