Why do they say "where did your Beloved go?"
Rashi: The nations pain Yisrael and bicker with them - why did your Beloved abandon you like a widow?
Seforno: The Kasdim ask, why did He remove His Shechinah from you?
Malbim (Melitzah): From here until "Achos Lanu Ketanah" (8:8) is the fifth Shir. When Shlomo's time to die came, the supreme Beloved came to His beloved, Nefesh Shlomo, to gather it to the bind of [eternal] life, in front of everyone. The body and bodily powers argued with the Nefesh, and said that it should not leave them. However, it clothes itself with Hashem's strength to return to the One who gave it. At this time, the bodily powers recognized the level of the supreme Beloved, and the Nefesh's Divine yearning to cling to Him. They all agree to seek Hashem and yearn for Him. Then came the time of affection when the Nefesh returned to Hashem. All Bnos ha'Ir (bodily powers) gather and request to be gathered with it. They ask, where did your Beloved go? Sometimes the Nefesh attains its Beloved via Nevu'ah and Ru'ach ha'Kodesh. Then it requests only the place of understanding, to come to where the King dwells.
Why do they add "where did your beloved turn to [and we will seek him with you]"?
Rashi: When He returned and put His Ru'ach on Koresh, and he gave permission to build the Bayis, [the nations] said to [Yisrael] "where did your Beloved turn to?"
Seforno: When He hid his face, to where did He turn?
Malbim (Melitzah): This refers to when the Nefesh understands via investigation. We will seek Him via investigation.
Malbim (Mashal): After Bnos Yerushalayim recognize the beloved's attribute and the dearness of the love, they agreed to go with her to seek him. If you do not know where he is, do you know to which direction he went?
How will they seek him with you?
Rashi: If He returns, let us seek Him - "va'Yishme'u Tzarei Yehudah u'Vinyamin Ki Vnei ha'Golah Bonim Heichal
