There is a difference in meaning between "All I want is for him to return safe(ly) and "All I want for him is to return safe(ly)".
In the first case the speaker is saying that the desire for the safe return of the other is absolutely overwhelming and eliminates all their other desires (like the desire for food, sleep, shelter, companionship and the good of other loved ones), this is obviously something of an exaggeration but is how such emotions are frequently felt.
In the second case the speaker is saying that they have only one desire for the other person, which is that he returns safely. This suggests that the speaker is concerned for the other's safety but not for, say, his financial security, this is usually also something of an exaggeration.
The second version also implies that the speaker's desire for the other's safe return is not as overwhelming as in the first version and, although they are concerned about him, that concern does not prevent the speaker from getting on with their own life and having ambitions and concerns for the well-being of other loved ones.
This difference is quite subtle but it is very real, the two constructions are not equivalent.