On on 30-amp 240V circuit I have (2000w, 1500, 1500, and 500w wall heaters) which adds up to 5500 walts. Two wire are going to the breaker Black, Red, and then the ground. If both the red and black are hot shouldn't there be a white for the return or to complete the circuit.

No white neutral is needed. The two wires, black and red is the circuit. Neutral is a return for 120 volt circuits only.