The view of NA27 that the Sahidic supports επανηλθεν in Matthew 2:21 appears mistaken since the Sahidic appears to use the same rendering for απηλθεν in Matthew 9:7; Mark 6:46; 7:24; Luke 1:23; for ανεβη in Luke 9:28; Acts 2:34; 10:9; Ephesians 4:9 (cf. 4:10); for ανηλθεν in John 6:3; and for πορευθεις in 1 Peter 3:22. The last text is particularly interesting since it uses an unmarked verb of motion (one which does not state 'up' or 'down', etc.). In the nearest parallel to the context, namely Matthew 2:14, the same Sahidic phrase appears to render ανεχωρησεν.
Conclusion: the Sahidic phrase in question could probably represent ηλθεν or εισηλθεν.