What do we learn from "Asher Heglah mi'Yrushalayim"?
Torah Temimah citing Megilah 13a: He willingly exiled himself [with those whom Nebuchadnetzar forcibly exiled]. Refer to 2:6:2:1.
Malbim: This aggrandizes his 'sin' of hiding Esther. A stranger who takes refuge in the king's shade, amidst the king's Chesed, he is punished more for transgressing the king's law than a resident is.
Why does it say three times "Heglah", and also "ha'Golah"?
Vilna Gaon: This teaches how dear Eretz Yisrael was to him. Each time, he returned to Yerushalayim, and was exiled again. This is what the Gemara means, that he willingly exiled himself. With "ha'Golah", there are four mentions of Galus, to teach that all four exiles 1 will recall his salvation - "v'Zichram Lo Yasuf" (9:28).
The four Galuyos are Bavel, [Paras and] Madai, Yavan and Edom. Galus Bavel finished before this! Perhaps he means, in all that remains of the four exiles. (PF) Magihah in Perush ha'Gra ha'Shalem - he counts Bavel, for Yisrael were not yet redeemed from it.
What do we learn from "Im Yechanyah Melech Yehudah"?
Vilna Gaon: This shows Mordechai's grandeur - he was from Binyamin, and he was the head [of the exiles, above Melech Yehudah] - "Ish Yehudi" (5)!
Malbim: He does not have an excuse for not giving over Esther, i.e. 'exiles are lowly, so I was ashamed to give my girl to the king.' He was exiled with Yechanyah - the officers of Yehudah and the glory of Tziyon. They were very distinguished!
