קבלה אויף בראשית 46:4

About this, our sages, of blessed memory, stated,¹¹⁹See Midrash Bamidbar Rabba 7:10; Sifri Bamidbar 84; 161:5 and elsewhere. “The Jewish people are beloved to the Holy One, blessed is He, and wherever they were exiled, the Indwelling Presence of HaShem-יהו״ה accompanied them. When they were exiled in Egypt, the Shechinah-שכינה was with them, as it states,¹²⁰Samuel I 2:27 ‘Did I not appear to the family of your ancestor when they were in Egypt, [enslaved] to the house of Pharaoh?’ Similarly, it is written,¹²¹Genesis 46:4 ‘I shall descend with You to Egypt.’ When they were exiled to Babylon, the Shechinah was with them. This is as stated,¹²²Isaiah 43:14 ‘Because of you I was sent to Babylon.’ When they were exiled to Elam, the Shechinah, was with them. This is as stated,¹²³Jeremiah 49:38 ‘I will place My throne in Elam.’

At that moment, "Ad-nai appointed a great fish to swallow Jonah/Yonah/the dove" (Jonah 2:1) - This is the first exile, about which it is written "and Jonah went down to the bowels of the ship" (Jonah 1:5). And this is "I will go with you to Egypt" (Gen. 46:4), as we maintain "in every place that Israel was exiled the Shechinah was with them" (see Zohar 2:7a and Megillah 29a).