Registration form not registering First and Last name

You’re not handling the names the same way as the other fields:

//// VERIFIES CREDENTIALS
$username = isset($_POST['username']) ? trim($_POST['username']) : '';
$first_name = isset($fields['user_first_name']) ? sanitize_text_field(trim($fields['user_first_name'])) : '';
$last_name = isset($fields['user_last_name']) ? sanitize_text_field(trim($fields['user_last_name'])) : '';
$email = isset($_POST['email']) ? trim($_POST['email']) : '';

Notice how you use $_POST['email'] and $_POST['username'], but then you use $fields['user_last_name'], but there is no $fields variable in your code

As a sidenote, I would not use variable names such as $return, etc, they’re reserved PHP keywords and using them for variable names is suboptimal and bad practice