Its so cool to hear another person out there is crazy enough to do a thesis on exile:) I finished up with mine about a year ago...and I definitely struggled with some of the same stuff you mentioned. It is an ethically sticky situation when you get into "degrees" of exile. There is something that doesn't sit quite right, and I'd say, presently somewhat unpopular about taking the broad view on exile. It's tough. But keep in mind they are just on different places on the continuum of exile. Its really easy to say that comparing a voluntary expat with a victim of genocide is wrong, but the thing is, we can't simply sweep one type of experience out of the way because another was worse. I think there's maybe small-scale and large-scale exile, but things still suck plenty when you're in that small-scale exile. Even if you did it to yourself.
I never actually studied Joyce because I never had the guts to tackle Finnegan's Wake. From what I know of him, I would definitely put him in the exile category. In all the exile readings I've done, a common theme emerges in which the exile suffers a schism or rupture from his home/country. This can be through forced diaspora etc., but can also be a social or psychological rupture. I think Joyce would fall into that category.
And conventional definitions aside, whether or not the exile can in all actuality return home is immaterial, because even when this is possible, for many people home will never be home again. Thus exile lit often becomes a process of working through an unredeemable absence. We often see this process subtly, through metaphors common to exile lit like circle and periphary, timelessness, loss of language (FW) fractured sense of reality etc.
You might want to take a look at Lavinia Stan's article "Exile as Inside Experience" where I believe she mentions Joyce briefly, and Susan Rubin Suleiman's Introduction to "Exile and Creativity." Suleiman categorizes exile into broad and the narrow understandings, which I found pretty useful. If Suleiman's intro isn't on the web and you want to take a look at it let me know, I have a PDF of it I could send you.
Well, there's my book on the subject, hope that might have helped in some way. Let me know if there's any other ideas you want to bounce around on the subject, I'd be happy to attempt to help! Best of luck on the thesis! - Anaya