Caesar's supposed itinerary through Parthia up into Scythia and back through Germania is preserved only in Plutarch, who's certainly either fabricating it or relying on rumor. Suetonius mentions the planned Parthian campaign at the end of his list of Caesar's plans:

Dacos, qui se in Pontum et Thraciam effuderant, coercere; mox Parthis inferre bellum per Armeniam minorem nec nisi ante expertos adgredi proelio.

The Dacians, had flowed into Pontus and Thrace, [he planned] to restrain; next [he planned] to invade Parthia through Lesser Armenia, though [he did] not plan to approach them in battle unless they had already been felt out

Suetonius' final remark there is notable: he conceives of Caesar's Parthian campaign as being well thought-out and properly planned. Caesar was, according to Suetonius, planning scouting operations and did not intend to risk open battle until he knew the enemy's mettle. That's all that Suetonius says, though. He mentions no return route through Scythia, or really any return route of any kind. Contrast that with Plutarch's rather absurd story:

παρασκευὴ δὲ καὶ γνώμη στρατεύειν μὲν ἐπὶ Πάρθους, καταστρεψαμένῳ δὲ τούτους, καὶ δι᾽ ' Ὑρκανίας παρὰ τὴν Κασπίαν θάλασσαν καὶ τόν Καύκασον ἐκπεριελθόντι τόν Πόντον, εἰς τὴν Σκυθικὴν ἐμβαλεῖν, καὶ τὰ περίχωρα Γερμανοῖς καὶ Γερμανίαν αὐτὴν ἐπιδραμόντι διὰ Κελτῶν ἐπανελθεῖν εἰς Ἰταλίαν, καὶ συνάψαι τόν κύκλον τοῦτον τῆς ἡγεμονίας τῷ πανταχόθεν Ὠκεανῷ περιορισθείσης.

But there was planning and preparation for a campaign against the Parthians, but having subdued them and going around the Black Sea through Hyrcania beside the Caspian Sea and the Caucasus, to invade the Scythians and, having overrun the lands about Germania and Germania itself to return through Gaul into Italy, and to connect the circle of his empire, bounded on all sides by the Ocean

The absurdity of the idea is apparent. Plutarch is obviously, as often he does with Caesar, inflating and rendering things ridiculous to hammer home a rhetorical point. In this case Plutarch is also clearly trying to make a comparison with Alexander's "search for Ocean" an his plans for a final campaign into Arabia--Caesar's life was bundled with Alexander's, and this is not the only passage where Plutarch tries to construct a parallel where there isn't really one. Both Cassius Dio and Appian give much more reasonable summaries of Caesar's intentions. Cassius Dio simply says that Caesar was voted the right to prosecute a war in Parthia to avenge Crassus. Appian also mentions a planned campaign against the Getae:

ἐπενόει στρατείαν μακρὰν ἔς τε Γέτας καὶ Παρθυαίους, Γέταις μὲν αὐστηρῷ καὶ φιλοπολέμῳ καὶ γείτονι ἔθνει προεπιβουλεύων, Παρθυαίους δὲ τινύμενος τῆς ἐς Κράσσον παρασπονδήσεως.

He conceived a lengthy campaign against the Getae and the Parthians, plotting first against the Getae, a rough, warlike, neighboring [presumably Appian means that they were neighboring the province of Macedonia] people, but punishing the Parthians for their breach in faith against Crassus

Presumably Appian's campaign against the Getae is the same as Suetonius' campaign against the Dacians--if Suetonius is right that the Dacians had penetrated as far as the Black Sea and into Thrace then this cannot have been a major detour, but merely a preliminary campaign to clear his lines of communication and rid the province of a pest. From this it appears that Plutarch constructed, either himself or from rumor, an entire circuit of the world of the kind that he envisions for Alexander. There's no reason to believe that Caesar had any such intentions, and no other source comes close to mentioning it