Why does it say that Mordechai returned?
Rashi citing Megilah 16a: He returned to his sackcloth and fasting. Maharsha - the verse says that he returned to Sha'ar ha'Melech. One may not go there in sackcloth (4:2) 1 ! We must say that he came until Sha'ar ha'Melech (like above, 4:2), but did not enter.
Alshich: A Midrash says that Mordechai swore not to remove his sackcloth until Yisrael are redeemed. He considered that the redemption came, so he removed his sackcloth and returned to Sha'ar ha'Melech. It says "returned" even though he was not there beforehand 2 (for until now, he wore sackcloth).
Malbim: He returned to his grandeur. Also Haman returned to his descent to Gehinom. It is as if [the verse] says 'see Hashem's deeds - they are awesome! Man's intents are folly; the counsel of Hashem, who arranges causes, will stand.'
Why was Haman Nidchaf?
Vilna Gaon: He ran quickly, for he was ashamed to stand there. Ohr Chadash - there were many people there.
Why was Haman "Avel va'Chafuy Rosh"?
Torah Temimah citing Megilah 16a: While Haman was leading Mordechai, he passed by his own house. His daughter saw them from the roof; she assumed that Haman was riding, and that Mordechai was in front 1 . She threw a Kli of excrement on her father. When she saw that it was her father, she fell to the ground and died. Haman was mourning over his daughter; his head was covered over his disgrace.
Vilna Gaon: His shame was that he, the second to the king, became a barber and bathhouse attendant (refer to 6:11:2:1).
Ben Yehoyada: Did she not recognize her father, or his voice? Haman was hiding his face, amidst shame. He was trying to announce as he was commanded, but his throat was dry, and his voice changed. (Why would she assume that Mordechai is leading? Perhaps she thought that the king offered to let Mordechai live if he will properly honor Haman. No one else would hide his face. What is shameful about leading around Haman? - PF) Ul'Levi Amar - why did she not recognize Mordechai? Also he hid his face to flee from honor. Perhaps this is a source for disguises on Purim - Haman's daughter could not distinguish Mordechai from Haman!
