Midrash Tanchuma, Shemot
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וַיֹּאמֶר יִתְרוֹ לְמֹשֶׁה לֵךְ לְשָׁלוֹם. אַתָּה מוֹצֵא, כָּל מִי שֶׁנֶּאֱמַר בּוֹ: לֵךְ לְשָׁלוֹם, הוֹלֵךְ וְחוֹזֵר. וְכָל מִי שֶׁנֶּאֱמַר בּוֹ: לֵךְ בְּשָׁלוֹם, הָלַךְ וְלֹא חָזַר. מִנַּיִן? וַיִּשְׁלַח דָּוִד אֶת אַבְנֵר וַיֵּלֶךְ בְּשָׁלוֹם (ש״ב ג, כא). הָלַךְ וְלֹא חָזַר. וְיִתְרוֹ שֶׁאָמַר לְמֹשֶׁה לֵךְ לְשָׁלוֹם, הָלַךְ וְחָזַר.
And Jethro said to Moses: “Go for peace” (Exod. 3:18). You find that everyone about whom it is written Go for peace departs and returns in peace, and that everyone concerning whom it is said Go in peace departs but does not return (in peace). Jethro said to Moses: Go for peace. And he departed and he returned in peace.