Have the Lost Tribes Already Returned?

These verses clearly indicate that the lost tribes are not lost, but rather their tribal identification was lost as they became merged into the broader Jewish population.  In fact by the time of the Purim story the word for Jew was adopted by every tribe under the kingship of the Judean kings.

Esther 2:5 There was a certain Jew in Shushan the castle, whose name was Mordecai the son of Jair the son of Shimei the son of Kish, a Benjamite,

Esther 2:6 who had been carried away from Jerusalem with the captives that had been carried away with Jeconiah king of Judah, whom Nebuchadnezzar the king of Babylon had carried away.

The biblical commentator Rashi states that all Israelites became known as Jews in the time of the Babylonian exile because the king was from the tribe of Judea.