Thomson self-scattering measurements are performed in a preionized helium gas jet plasma at different locations along the laser propagation direction. A systematic and important variation of the intensity ratio between the blue and the red ion spectral components is observed, depending on whether the location of the probed region is in front of or behind the focal plane. A simple theoretical calculation of Thomson scattering shows that this behavior can be qualitatively understood in terms of a deformation of the electron distribution function due to the return current correlated with the classical thermal heat flux.