I need a (custom?) function that returns several values to one cell

Um... I guess this is what you wanted, chained if depending on your data.

=IF(ISBLANK(INDIRECT("[FILENAME.XLS]Sheet1!$F"&MATCH(B2,[FILENAME.XLS]Sheet1!$C:$C,0))),"B2C CO Not Set",IF(IFERROR(FIND("true",INDIRECT("[FILENAME.XLS]Sheet1!$H"&MATCH(B2,[FILENAME.XLS]Sheet1!$C:$C,0))),0)>0,"Set as Not Sold",IF(IFERROR(FIND("true",INDIRECT("[FILENAME.XLS]Sheet1!$I"&MATCH(B2,[FILENAME.XLS]Sheet1!$C:$C,0))),0)>0,"Set as Not Sold B2C",IF(INDIRECT("[FILENAME.XLS]Sheet1!$J"&MATCH(B2,[FILENAME.XLS]Sheet1!$C:$C,0))=0,"B2C Price Not Set",""))))

Change commas(,) for semicolons(;) if needed because i saw you were mixing them together, my OS native language uses commas but if yours uses semicolons just paste into the sheet without the equal(=) and next to it use =SUBSTITUTE(C2;",";";") (which would work against my =SUBSTITUTE(C2,",",";")) assuming you're using C2 as the formula container cell.