Yes, they can. They will be printed as an out and return from your origin station to "Any Southern Train; on Southern TVMs they're one ticket. This does not invalidate them though. I'd show them to the gateline attendant if you wish to leave a station, as I've been warned by Southern conductors that the ticket barriers have a habit of retaining them. I can't speak for how true that is though.
Have fun on your DaySaver trip.