Midras Ayub 34:22: Mekhilta DeRabbi Yishmael, Midrash Tanchuma, Midrash Tanchuma Buber & Midrash Tehillim

Know that the Shechinah is not revealed outside the land. For it is written (Jonah 1:3) "And Jonah rose to flee to Tarshish, etc." Now can one flee from the L–rd? Is it not written (Psalms 139:7-10) "Where can I flee from Your presence … If I ascend to heaven, You are there, etc. If I take wing with the dawn, there, too, Your hand will lead me," (Zechariah 4:10) "the eyes of the L–rd range the entire land," (Mishlei 15:3) "The eyes of the L–rd see the bad and the good," (Amos 9:2) "though they dig into Sheol, though they hide in the top of the Carmel, though they go into captivity (Job 34:22) "There is no darkness nor shadow of death, etc." Rather, Jonah's intent was: I will go outside the land, where the Shechinah does not repose and reveal itself. For the gentiles are close to repentance — so that they not make Israel (who do not repent) liable (by invidious contrast). An analogy: The bondsman of a Cohein flees from his master, saying: I will go to the cemetery, a place where my master cannot come after me. His master: I have (messengers) like you. Thus, Jonah said: I will go outside the land, a place where the Shechinah is not revealed. For the gentiles are close to repentance, (this, so as not to render Israel liable by invidious contrast.) The Holy One responds: I have many messengers like you, viz. (Jonah 1:4) "Then the L–rd cast a great wind on the sea, etc."

And the shadows flee away (Song 4:6). This indicates that on that day there will be no shadow for the wicked, as it is said: There is no darkness and shadow of death, where the workers of iniquity may hide themselves (Job 24:32).

Another interpretation (of Cant. 4:6): UNTIL THE DAY BECOMES COOL. This < refers to > the day of judgment. (Ibid., cont.:) AND THE SHADOWS FLEE, since the wicked have no < protective > shadow. It is so stated (in Job 34:22): THERE IS NEITHER DARKNESS NOR SHADOW OF DEATH FOR WORKERS OF VANITY TO BE HIDDEN. (Cant. 4:6, cont.:) I WILL GO UNTO THE MOUNTAIN OF MYRRH. This is the Holy Temple where they would burn the offering of myrrh.