BAGHDAD — Shiite cleric Moqtada al-Sadr’s militia plans an elaborate return here Thursday, when tens of thousands of supporters are expected to join it in a march to demand the withdrawal of U.S. forces from Iraq, a defiant show of political and military muscle in an already tense capital. Sadr’s recent efforts to reinsert himself in Iraq’s political process after nearly four years of self-imposed exile in Iran are putting additional pressure on Iraqi and U.S.