Kay, I think you've posed some interesting questions. A thought on
your first question about why Jews were still in Persia at this time:
they had gotten comfortable there. I'm not sure how long the Jews had
been in Persia prior to being allowed to go back home, but if it was
long enough that the majority of Jews had never actually lived in
Israel, then why would they want to go there? Persia may have been
the only home they had ever known. If that's not the case, then maybe
it was too expensive for them to move back or just "too much
trouble." Even as the Jews were fleeing Egypt, they asked to go back
when things weren't going their way, so why would they leave a place
where it seems they live a relatively "free" lifestyle. While they
had enemies, I don't see anything that indicates they were used as
slaves in Persia, at least not in the Esther text.
As far as God having a hand in the rescue of these Jews, I think He
must have. There are too many "coincidences," too much of Haman
getting what he tried to dish out. If God didn't rescue these Jews,
then it's an interesting set of circumstances to play out.