If your car is like my 220d you have two hydraulic cylinders that operate the clutch. The master cylinder, which is under the dash; this cylinder is mechanically linked to the clutch pedal. So, when you push pedal in this pushes the rod of the master cylinder down, which in turn pressurizes the slave cylinder on the bell housing. The other element is the spring, which makes the pedal return to the "out" position when you take your foot off clutch. The one behavior you describe of the pedal not returning sounds like a spring problem, or someone used the wrong spring. And, yes, you're right that it is possible you have air in the system. So, you need to bleed the master and slave cylinders and get all of the air out. I hope this is helpful for your model; at least the principles will be the same.