Don't count on characters returning.
You just end up disappointed.
For a while now a lot of people have been hoping for the return of characters like Lilly, Christa, Nate and Eddie, but they never show up in the new episodes and the story is never quite the way we expect it to be, for example when the 400 days characters made their cameo appearances in S2E3 they hardly said anything and might as well not of been included. As for characters like Nate and Eddie who are very popular, no doubt if they came back they would not be as great as they were before and their characters would probably be ruined. 
After seeing the episode 4 trailer there was no real hint at any of these characters returning, however they keep showing a scary looking beat up pick up truck which looks like the one Nate drives, but I'm pretty sure it's a different one unless they've just made a mistake.
Comments
But as far as Lilly concerned, she may or may not return and it would be fine either way, cause her story was kinda closed (though if she came back I'm sure there would be more story to tell with her).
When it comes to Eddie and Nate there were characters that so far have nothing to do with Clem's story so they also may or may not show up and it's not gonna feel like story is left hanging without answer.
But when we're talking about Christa, if she doesn't return (by episode 5), it will be huge disappointment, because her story was totally not finished. We don't know what happened to her, to her baby and abandoning character like her that basically was probably the most important person post-apocalypse for Clementine on par with Lee would be kinda stupid. There's so much story left to tell here. How she kept going despite losing Omid and the baby because she felt that Clem needed her. And it's all even though she probably blames Clem for Omid's death. I think leaving it all hanging without answer would be very disappointing.
What an... interesting username
Hahahahahahaha
Lilly's story wasn't closed NEARLY as much as Kenny's was in season 1, and he came back
u kno u luv it
Uh
right
The only character I want to return is Nate as I thought he was the best and most interesting from 400 days and it would be a waste to not bring him back.
dont 'uh' me, baby, there aint no reason to get uncomfortable now
If Lily came back, what would the purpose be? There's 2 episodes left and there is no reason to bring her back.
Christa, if she came back it would a wrong decision because she's been gone since the start of episode 1. We don't know how she lost her baby, and then all of a sudden she comes back? There's not enough time in the last 2 episodes to rebuild what happened with her and if they did it would be just poor writing.
Nate and Eddie don't really fuss me if they appear or not. Personally, i'd prefer Eddie because putting Nate in would be a waste given there's only 2 episodes left.
I agree Kenny's story was closed much more, that's why I said it would be all right for Lilly to come back because there surely would be more story to tell with her.
Christa might come back at the very end of episode 5, but we can't be sure. Also, Wellington is a good place to meet old characters.
You're missing one very important point: The 400 days characters only had cameos because their presence at Carver's camp was determinant. Bonnie on the other hand, who went to Carver's camp no matter what, she got a good amount of screen-time and stayed in character.
As the whereabouts of Eddie, Nate etc. aren't really influenced by the player's choices in any way, I don't see why they would be "ruined", if brought back.