There are no direct ferries between the two islands. It's a long haul getting from one place to the other. Ferry to Playa, bus to Cancun City, taxi or bus to Cancun ferry pier, ferry to Isla Mujeres.
Your only choices in getting to and from Cozumel are the Playa del Carmen ferry. Or you can fly Maya Air from the Cancun airport to the Coz airport.
No problem taking the latest ferry back to Cozumel out of Playa but be sure to check the schedule yourself re the timing on that last ferry over. Anything you read online is possibly out of date as they switch things around pretty often. Best to go doto the muelle/ferry pier and find out. Or you can check the ferry websites online. Don't check other, travel related websites because the companies change things around so much that it's difficult keep things current.