The one that says [Returned] is not the book, it is a personal letter from Amazon. You get one for each Prime book you have on your Kindle when it gets returned. Library books are the same, but they say [Loan Ended]. You also get a letter when you first register a device, and on some firmware upgrades.
You can safely delete them, the same way you delete any sideloaded documents.
Borrowed books, no matter how you borrow them, are the exact same book as the one you buy, except the Could knows you don't get to keep it and will message your Kindle to delete it when the loan expires/is returned. You should not end up with two copies.
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