Yes, you have a herd bound horse. Is he herd bound to a certain horse, or just any horse in general? We have a horse who is like this. There are several things we do. One, we switch up which pasture he is in occasionally. (actually we do this with all of our horses so they don't get too attached to one buddy) The next thing is to continue to do what you are doing.....sort of. What I mean is this. When he turns back home, circle him around. (once) to get him in the proper direction. Then, you need to really
work him. (use a crop if necessary) Get him up into a lope if possible, a trot at least. Trot him for a bit (like 5 min if possible) then let him walk. If he tries it again, work him again. Make him realize that turning back towards his buddys results in more work. NEVER let a horse trot or lope back home. Always make them walk. I also like what Desert Rat said. Once home, keep him tied for a bit (an hour or so). Do this for a couple of reasons. One, so that he doesn't get rewarded by a) being turned back out to pasture and b) seeing his buddies again. Also, it will teach him some patience. Good luck.