This is way too long, but you may find it interesting:
Most Jews of this period [second temple Judaism], it seems, would have answered the question 'where are we?' in language which, reduced to it's simplest form, meant: we are still in exile. They believed that, in all the senses that mattered, Israel's exile was still in progress. Although she had come back from Babylon, the glorious message of the prophets remained unfulfilled. Israel still remained in thrall to foreigners; worse, Israel's god had not returned to Zion. Nowhere in the so-called post-exilic literature is there any passage corresponding to 1 Kings 8.10f, according to which, when Solomon's temple had been finished, 'a cloud filled the house of YHWH, so that the priests could not stand to minister because of the cloud; for the glory of YHWH filled the whole house of YHWH.' Instead, Israel clung to the promises that one day the Shekinah, the glorious presence of her god, would return at last:That God would deal with Israel's sin and predicament is seen in the best-known return from exile prophecies:
Listen! Your sentinels lift up their voices,
together they sing for joy;
for in plain sight they see
the return of YHWH to Zion.
Then he brought me to the gate, the gate facing east. And there, the glory of the God of Israel was coming from the east; the sound was like the sound of mighty waters; and the earth shone with his glory...As the glory of the YHWH entered the temple by the gate facing east, the spirit lifted me up, and brought me into the inner court; and the glory of the Lord filled the temple...He said to me: Mortal, this is the place of my throne and the place for the soles of my feet, where I will reside among the people of Israel for ever. (Ezekiel 43.1-2, 4-5, 7; see also Ezekiel 48.35)25
Nowhere in second-temple literature is it asserted that this has happened; therefor it still remains in the future. The exile is not yet really evil. This perception of Israel's present condition was shared by writers across the board in second-temple Judaism. We may cite the following as typical:
Here we are, slaves to this day—slaves in the land that you gave to our ancestors to enjoy its fruit and its good gifts. Its rich yield goes to the kings whom you have set over us because of our sins; they have power also over our bodies and over our livestock at their pleasure, and we are in great distress. (Nehemiah 9.36f.)37
This could not be clearer: Israel has returned to the land, but is still in the 'exile' of slavery, under the oppression of foreign overlords. Similarly, the Damascus Document speaks of an exile continuing until the establishment of the sect:
For when hey were unfaithful and forsook Him, He hid His face from Israel and His Sanctuary and delivered them up to the sword. But remembering the Covenant of the forefathers, He left a remnant to Israel and did not deliver it to to be destroyed. And in the age of wrath, three hundred and ninety years after He had given them into the hand of king Nebuchadnezzar of Babylon, He visited them, and He caused a plant root to spring from and Israel and Aaron to inherit His land and to prosper o the good things of His earth...And God observed their deeds, that they sought Him with a whole heart, and he raised for them a Teacher of Righteousness to guide them in the way of his heart...
The exile, then, has continued long after the 'return', long after the work of Ezra and Nehemiah; it is finally being undone through the community that tells its story in this Scroll. Similarly, the book of Tobit (probably third century BC) speaks of a real post-exilic restoration of which the previous one was simply a foretaste:
But God will again have mercy on them and bring them back to the land of Israel. They shall rebuild the temple, but it will not be like the first one, until the era when the appointed times shall be completed. Afterward all of them shall return from their exile, and they shall rebuild Jerusalem with splendor. In her the temple of God shall also be rebuilt; yes, it will be rebuilt for all generations to come, just as the prophets of Israel said of her. All the nations of the world shall be converted and shall offer God true worship; all shall abandon their idols which have deceitfully led them into error, and shall bless the God of the ages in righteousness. Because all the Israelites who are to be saved in those days will truly be mindful of God, they shall be gathered together and go to Jerusalem; in security shall they dwell forever in the land of Abraham, which will be given over to them. Those who sincerely love God shall rejoice, but those who become guilty of sin shall completely disappear from the land. (Tobit 14.5-7)
None of these wonderful things have come to pass in the first century; even the rebuilding of the Temple by Herod would hardly count (though Herod had hoped that it would), since the other signs of the real return had not yet taken place. The so-called book of Baruch, probably composed around the same period, clearly reflects the same perspective:
For you are the LORD our God; and you, O LORD, we will praise! For this, you put into our hearts the fear of you: that we may call upon your name, and praise you in our captivity, when we have removed from our hearts all the wickedness of our fathers who sinned against you. Behold us today in our captivity, where you scattered us, a reproach, a curse, and a requital for all the misdeeds of our fathers, who forsook the LORD, our God. (Baruch 3.6-8)
A final example may be taken from 2 Maccabees, describing the prayer of Jonathan:
Gather together our scattered people, free those who are the slaves of the Gentiles, look kindly on those who are despised and detested, and let the Gentiles know that you are our God. Punish those who tyrannize over us and arrogantly mistreat us. Plant your people in your holy place, as Moses promised. (2 Maccabees 1.27-29)
The present age is still part of the 'age of wrath; until the Gentiles are put in their place and Israel, and the Temple, fully restored, the exile is not yet really over, and the blessings promised by the prophets are still to take place (cf. Daniel 9 and 1 Enoch 85-90).
No faithful Jew could believe that Israel's god would allow her to languish for ever under pagan oppressors. If he did, the taunts of the nations would after all be correct: he was only a tribal god, in competition with other tribal gods, and moreover losing the battle. As a result, Israel was able now to see the issue of good and evil in quite stark terms: evil became increasingly reckoned with in terms of 'that which threatened the covenant people', and the judgement of the creator god on evil in his world in general would coincide with the judgement that would fall on the pagans (meted out, perhaps, bu his chosen people). The little beleaguered nation looked out at the military might of Rome and the cultural power of Greece,felt both of them making painful and lasting inroads into her national life, and longed for the day when her covenant god would act to reverse the present state of affairs and come, himself, to deliver here and dwell again in her midst. Outside the walls of Israel there was evil and her god would defeat it. Inside, sheltered behind the religious boundary-markers that played so important a part in their whole story, Israel waited with faith and hope, in puzzlement and longing.
This problem is often seen in the later biblical and second-temple literature in terms of the covenant faithfulness (tsedaqah, 'righteousness') of Israel's god...The question of the righteousness of God, as expressed by Jews in this period, can be stated as follows: when and how would Israel's god act to fulfill his covenant promises (cf. e.g. Ezra 9.16-15; Nehemiah 9.6-38, Daniel 9.3-19,Tobit 3.2, the whole thrust of Isaiah 40-55 and Baruch 3.9-5-9). The solutions on offer fell into a fairly regular pattern with 'apocalyptic, writings. They can be best set out as follows:
a. Israel's god was indeed going to fulfill the covenant. The hope is never abandoned. (cf. Daniel 9.16, Neh 9.8, Joel 2.15-22, Ps Sol 9, Bar 5.9, 1 Enoch 63.3, Jubilees 31.2o etc.).
b. This will result in reestablishing the divinely intended order in all the world. (e.g. Isaiah 40-55, Daniel 7, Tobit 13-14 etc.).
c. Israel's present plight is to be explained , within the terms of divine covenantal faithfulness, as his punishment for her sin. (cf. Daniel 9, especially 7-9, 14 (LXX). Also Lamentations 1.18, Ezekiel 9.15, Nehemiah 9.33 and Deuteronomy 27-32; 2 Maccabees 7.38, 12.6, Wisdom 5 especially verse 18, 12.9ff., Sir. 16.22, 18.2, 45.26, Ps. Sol. 2.10-15, 8.7f., Bar. 1.15, 2.9, 5.2, 4, 9, Jubilees 1.6, 5.11-16, 21.4, etc; and Josephus War 3.351-4).
d. The explanation of the apparent inactivity of the covenant god at the present moment is that he is delaying in order to give more time for more people to repent; if he were to act now, not only the sons of darkness but a good number of the sons of light would be destroyed in the process. As a result of this process of delay, those who do not repent will be 'hardened' so that , when the time comes , their punishment will be seen to be just. (cf. eg. 2 Macc. 16.12ff, Wisdom 12.9ff, Sir 5.4, T. Moses 10.7, 2 Bar. 21.19ff., 4 Ezra 7.17-25, 9.11, 14.32, T. Abr. 10. The whole discussion in bSanh 97 is very relevant; see Bauckham 1980; 1983, 310-14).
e. The obligation of the covenant people was therefore to be patient and faithful, to keep the covenant with all their might, trusting him to act soon and vindicate them at last. (See 2 Bar. 44.4, 78.5, Letter of Baruch 78-86, and 4 Ezra - particularly 7.17-25, 8.36, 10.16, 14.32).
It should be clear from this that the idea of 'god's righteousness' was inextricably bound up with the idea of the covenant. These beliefs, which grew naturally out of the combination of monotheism and election, led to the characteristic shape of second-temple Jewish eschatology...Not until YHWH acted decisively to change things and restore the fortunes of his people would the exile be at an end. At the present time, the covenant people themselves were riddled with corruption, still undeserving of redemption...If Israel was called to be the means of the creator's undoing evil within his world, now that Israel has herself fallen victim to evil she herself needs restoration. The god of creation and covenant must act to redeem Israel herself from her continuing exile. But how would this come about?
If Israel's god was to deliver his people from exile, it could only be because he had somehow dealt with the problem which had caused her to go there in the first place, namely her sin...
-N.T. Wright, The New Testament and the People of God
Comfort, O comfort my people, says your God.
Speak tenderly to Jerusalem, and cry to her
that she has served her term, that her penalty is paid,
that she has received from the Lord’s hand double for all her sins.
The days are surely coming, says the Lord, when I will make a new covenant with the house of Israel and the house of Judah....they shall all know me, from the least of them to the greatest, says the Lord; for I will forgive their iniquity, and remember their sin no more... The days are surely coming, says the Lord, when the city shall be rebuilt for the Lord from the tower of Hananel to the Corner Gate...It shall never again be uprooted or overthrown. Jeremiah 31.31, 34, 38, 40.
I will take you from the nations, and gather you from all the countries, and bring you into your own land. I will sprinkle clean water upon you, and you shall be clean from all your uncleannesses, and from all your idols I will cleanse you...Then you shall live in the land that I gave to your ancestors; and you shall be my people, and I will be your God. Ezekiel 36.24-25, 28.224
Israel's exile is the result of her sin, idolatry and apostasy. The exile will be finished when YHWH forgives sin, restoring his people to their inheritance having dealt with their sin. Forgiveness was celebrated annually together at the Passover and the Day of Atonement - is Israel's sin caused her exile, her forgiveness will mean her reestablishment.