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I was having problems with RETURNING statements (like an INSERT returning the id of the created row) but it turned out that it was just a problem with async notifications breaking the flow as illustrated.
Basically, what I was getting was notices from a trigger function that happen on the insert. These appear before the DataRow that encapsulate the RETURNING.
Maybe this is a bit messy. But it works.
I suspect that there's a much better way of dealing with the async messages.