In my case (R&R) the external only returned the second volume of my thesis (he kept the first one to compare it with submitted thesis number 2, and I was happy with this arrangement). The internal, after I contacted him, returned to me... both volumes of my thesis, and it was a delight to have them. The volumes were marked with handwritten comments on the margin, thus, I knew exactly what I needed to correct.
Of course it took the internal almost 6 months to return the printed thesis to me, and I had to chase him via the supervisor.
A bit of chasing wouldn't hurt in my opinion. Gentle chasing, via the supervisor, works best. Better be polite and professional if you can.
Mara Sp.