'Your request has been approved.' comes from lang_groupcp.php
$lang['Group_approved'] = 'Your request has been approved.';
'Click here to return to the group.' comes from lang_main.php
$lang['Click_return_group'] = 'Click %sHere%s to return to group information';
'Click here to return to main index.' comes from lang_main.php as well
$lang['Click_return_index'] = 'Click %sHere%s to return to the Index';
That little section of code is generated in groupcp.php
$message = $lang['Group_approved'] . '<br><br>' . sprintf($lang['Click_return_group'], '<a>', '</a>') . '<br><br>' . sprintf($lang['Click_return_index'], '<a>', '</a>');
I don't understand the code even remotely enough to change the redirect...