Hey @kierandoyle!
Retool runs its JavaScript in a sandboxed environment so you won't have access to the parent window's history methods as you've noticed. The closest I'm thinking over here is to use something like localStorage to store the last Retool app the user visited, but that's a relatively small subset of URLs that the user might be navigating from.
Would you mind explaining more about your use case? I'm wondering if there are any other possible workarounds.