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

You can use the pause command before calling exit.

If you don't like the message:

pause > nul

If you don't want to close the window, but just go back to the command prompt, you should use

EXIT /B

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