I'm trying to make a Camera object move in close then move out again, without using keyframes.
I cannot seem to get it to work combining the behaviour "Move > Direction > To" then adding "Move > Direction > From" to get it to return back?
You will actually want to use Move>Direction>To for both instances of the behavior. If I have a default camera and a shape at the origin, and I want to dolly in on Z and then back out, I'd add the behavior and trim to the length I need, then set the Z position (-1300). When I'm ready to dolly back to the original start position, add the second Move behavior and set the Z position to Zero.
Think about it this way, you are literally setting values where to start or end from. If I apply the behavior and set the X value to 100, then set the Direction to "To" and duplicate the behavior, my camera will not move to X 200, it will be at X 100 because the value is not additive.
As a final tip, it may be helpful to also show the keyframe editor with the behavior selected, this will show you the animation path created by the behavior so you can make sure things are doing what you need.