Word order of direct object pronouns

[Suhi]

Hi,

I am beginner in Spanish and currently learning the direct and indirect object pronouns.
I think I understood the it but I am not 100% of the word order when there are two verbs in the same sentence. The book says I can either

- put the direct object pronoun before the first verb which is conjugated
for example Lo esta comiendo

- or put the direct object pronoun to the end of the second verb which is in infinitive
for example Esta comiendolo

This is clear but I was told that in the below below example it is not correct to say :

Lo regresamos a comprar

I was told it is only correct written like this:

Regresamos a comprarlo.

Can someone confirm which one is the correct ( if noy both) and why?

Thanks a lot