Why does it say "Shenis"?
Rashi: Just like He acquired them from Egypt, that their redemption was clear, without servitude [after redemption]. The redemption [to build] Bayis Sheni is not counted, for they were subjugated to Koresh.
Radak: Also the final redemption will be total (like from Egypt), from all lands. Redemption from Bavel was only Yehudah and Binyamin; the 10 tribes were not gathered. This is why it lists all these places here.
Malbim: After they recognize the truth of the redeemer, the gathering of exiles will occur.
Why does it say "Es She'ar Ami"?
Radak: Many of them perished in Galus.
Which islands are discussed?
Rashi: They are islands of Kitiyim - Nochrim.
Radak: They are in lands of Edom and Yishmael.