score:4
The normal procedure is for all legs after any that is not flown to be cancelled, without compensation. The terms for United are:
C. Failure to Occupy Space - If a Passenger fails to occupy space which has been reserved for him/her on a flight of UA and UA fails to receive notice of the cancellation of the reservation before the departure, or if any carrier cancels the reservation of any Passenger, UA may cancel all reservations (whether or not confirmed) held by such Passenger on the flights of UA or any carrier for continuing or return space, provided UA or an authorized agent of UA originally reserved that space.
So if you advise United in time it seems you may be lucky and be able to preserve your return reservation. However if your return flight is also via Toronto then you would still have the transit visa issue.