Does the son's failure to return to Egypt and his continued attempts to work alone in Turkey constitute disobedience to his father, knowing that his father does not demand repayment for what he spent on his previous failures?

Obeying one's father in what is good and permissible is obligatory. So, if it is possible to return to the country without harm, then it is obligatory to do so. However, if there is harm in returning, or a need to stay for the sake of earning a livelihood, then there is no sin in not returning, and this is not considered an act of disobedience. This is because a father does not have the right to prevent his mature son from seeking what benefits him, be it religiously or worldly.

Nevertheless, one must apologize to the father and strive to appease him, show him dutifulness and kindness, for the pleasure of the Lord lies in the pleasure of the father, and His displeasure in the father's displeasure. And the father is the middle gate of Paradise.