I think a phased return would definitely be the best way to go. 2 months is a long time to have off and it could be quite overwhelming if you do too much too quickly.
You could always arrange your phased return days around the appointments? If you're not expected to be in work anyway then you won't technically be missing work. Just be honest with HR about it and I'm sure they will find a good way that works for both of you. It sounds like they've been understanding about having to use holiday days so hopefully they will be about the appointments too.