How to return an error code without closing the Command Prompt window?

To get help for command prompt commands use their /? option. Exit /? shows:

Quits the CMD.EXE program (command interpreter) or the current batch
script.

EXIT [/B] [exitCode]

/B specifies to exit the current batch script instead of
CMD.EXE. If executed from outside a batch script, it
will quit CMD.EXE

exitCode specifies a numeric number. if /B is specified, sets
ERRORLEVEL that number. If quitting CMD.EXE, sets the process
exit code with that number.

So you want

IF %ERRORLEVEL% GEQ 1 EXIT /B 2