Yes you can return on the day after the 36th month anniversary. I did that. But it will still be 1 day after your 36th month. Technically you do not need to renew insurance and licence if you arrange for the car to be towed back or if you are able to get a T-plate.
Many thanks dlty. Did you get in full what you were guaranteed as mentioned in the RVG Agreement? Any need to do fixings before returning the car?