How do I make a working cave on the first screen if "Use Warp Return Points Only" is active?

[tlm]

I think I'm missing something really obvious here. I have the "Use Warp Return Points Only" rule enabled (as that's the default, and apparently it's recommended). Overall, it's very convenient, but I'm running into a very simple issue here. I'm trying to make a cave on the first screen that the player would see (kind of like in the original game, where you'd have the old guy saying "IT'S DANGEROUS TO GO ALONE. TAKE THIS." and giving you the wooden sword). But despite me setting "Use warp return: B" on my tile warp, the return point I end up on when I exit the cave with the sword is return point A, which is used for the game's starting point -- and it's far away from the cave, so it leads to a rather jarring transition. How would I go about fixing this?

Edit: Oh, I'm using "Special Rooms and Guys are in Caves only" as well. If those rules conflict, I'm okay with not using that one -- but then I have no idea how to make a cave in the first place.