Bereshit Rabbah XCVI:5

Another reason why Jacob did not wish to be buried in Egypt was they should not make him an object of idolatrous worship; for just as idolaters will be punished, so will their deities too be punished, as it says, And against all the gods of Egypt I will execute judgments (Ex. XII, 12).

You find similarly in the case of Daniel. When he interpreted Nebuchadnezzar's dream, what is said? Then the king Nebuchadnezzar fell upon his face, and worshipped Daniel and commanded that they should offer an offering and sweet odours unto him (Dan. II, 46). He indeed commanded that they should offer to him, but Daniel declined it, saying, Just as idolaters will be punished, so will their gods be punished. You find the same in the case of Hiram. When he made himself a god, what is written of him? Because thy heart is lifted up, and thou hast said: I am a god (Ezek. XXVIII, 2). The Holy One, blessed be He, chided him: ‘Behold, thou art wiser than Daniel! (ib. 3).

For you find that Nebuchadnezzar wished to make offerings to Daniel, but he declined, yet thou makest thyself a god! ' What was his fate? It is written of him, I have cast thee to the ground, I have laid thee before kings, that they may gaze upon thee (ib. 17). But Jacob desired that the Egyptians should not err [by deifying him]. For of Egypt it is written, Whose flesh is as the flesh of asses (ib. XXIII, 20); thus they were likened to asses, while I [Jacob] am likened to a sheep, as it says, Israel is a scattered sheep (Jer. L, 17); furthermore, it is written, And the firstling of an ass thou shalt redeem with a lamb (Ex. XXXIV, 20). [Hence I fear] lest they wish to be redeemed through me. For that reason [Jacob] said, BURY ME NOT, I PRAY THEE, IN EGYPT.

The nations will then say, ‘Sovereign of the Universe, has Israel, who accepted the Torah, observed it? The Holy One, blessed be He, will reply, ‘I can give evidence that they observed the Torah.’ ‘O Lord of the Universe,’ they will argue, ‘can a father give evidence in favour of his son? For it is written, Israel is My son, My firstborn.’

Then will the Holy One, blessed be He, say: ‘Heaven and Earth can bear witness that Israel has fulfilled the entire Torah.’ But they will [object], saying: ‘Lord of the Universe, Heaven and Earth are partial witnesses, for it is said, If not for My covenant with day and with night. I should not have appointed the ordinances of Heaven and Earth.’...

Then the Holy One, blessed be He, will say, ‘Some of yourselves shall testify that Israel observed the entire Torah. Let Nimrod come and testify that Abraham did not [consent to] worship idols; let Laban come and testify that Jacob could not be suspected of theft; let Potiphar's wife testify that Joseph was above suspicion of immorality; let Nebuchadnezzar come and testify that Hanania, Mishael and Azariah did not bow down to an image; let Darius come and testify that Daniel never neglected the [statutory] prayers; let Bildad the Shuhite, and Zophar the Naamathite, and Eliphaz the Temanite [and Elihu the son of Barachel the Buzite] testify that Israel has observed the whole Torah; as it is said, Let them [the nations] bring their [own] witnesses, that they [Israel] may be justified.’

Samuel quoted: I did not reject them, neither did I abhor them to destroy them utterly. ‘I did not reject them’ in the days of the Greeks; ‘neither did I abhor them’ — in the days of Nebuchadnezzar; ‘to destroy them utterly’ — in the days of Haman; ‘and to break my covenant with them’ — in the days of the Persians; ‘for I am the Lord their God’ — in the days of Gog and Magog. In a Baraitha It was taught: ‘I have not rejected them’ — in the days of the Chaldeans, when l raised up for them Daniel, Hananiah, Mishael and Azariah; ‘neither did I abhor them’ — in the days of the Greeks, when I raised up for them Simeon the Righteous and Hasmonai and his sons, and Mattathias the High Priest; ‘to destroy them utterly’ — in the days of Haman, when I raised up for them Mordecai and Esther; ‘to break my covenant with them’ — in the days of the Persians, when I raised up for them the members of the house of Rabbi and the Sages of the various generations. ‘For I am the Lord their God’ — in the time to come, when no nation or people will be able to subject them.

R. Johanan said: In that hour Gabriel was led out behind the curtain and received forty fiery strokes, he being told: If you had not executed the command at all, well, you simply would not have executed it. But since you did execute it, why did you not do as you were commanded? Furthermore: Don't you know that: ‘One brings no report about mischief’?

Thereupon Dubiel, the guardian angel of the Persians, was brought in and placed in his stead, and he officiated for twenty-one days. This is what is written: But the prince of the kingdom of Persia withstood me one and twenty days; but lo, Michael, one of the chief princes, came to help me; and I was left over there beside the kings of Persia. Twenty-one provinces and the port of Mashmahig were given to him. Thereupon he said: Put down for me Israel for the polltax! They did so. Put down the Sages for the poll-tax! They did so. When they were about to sign, Gabriel came forth from behind the curtain and said: It is vain for you that ye rise early, and sit up late, ye that eat the bread of toil; so He giveth unto His beloved in sleep... No attention was paid to him.

He said before Him: Lord of the Universe, if all the wise men of other nations were in one scale of the balance, and Daniel, the man of pleasant parts, in the other, would he not be found to outweigh them all? — The Holy One, blessed be He, said: Who is it that pleads the merit of my children? They replied: Lord of the Universe, it is Gabriel. He said: Let him come in, as it is written: ‘And I am come [in] because of thy words’. Having commanded that they bring him in, they brought him in. He noticed that Dubiel held the document in his hand, and he wanted to take it from him, but the former swallowed it. Some say: [The document] was written out, but not signed. Others say: It was also signed, but as he swallowed it, the signature was blotted out. Hence there are some people in the kingdom of Persia who are obliged to pay poll-tax, while others are free from it. And when I go forth, lo, the prince of Greece shall come. He cried and cried and none minded him.

How came Baba b. Buta to do this [to give advice to Herod], seeing that Rab Judah has said in the name of Rab (or it may be R. Joshuah b. Levi) that Daniel was punished only because he gave advice to Nebuchadnezzar, as it is written, Wherefore, O king, let my counsel be acceptable unto thee, and atone thy sins by righteousness and thine iniquities by showing mercy to the poor, if there may be a lengthening of thy tranquility etc., and again, All this came upon the king Nebuchadnezzar, and again, At the end of twelve months etc.? — If you like I can say that this does not apply to a slave [of an Israelite, such as Herod was.] who is under obligation to keep the commandments [of the Torah], or if you like I can say that an exception had to be made in the case of the Temple which could not have been built without the assistance of Royalty.

From whence do we learn that Daniel was punished? Shall I say from the verse, And Esther called to Hatach, who, as Rab has told us, was the same as Daniel? This is a sufficient answer if we accept the view of those who say that he was called Hatach because he was cut down [hatach] from his greatness. But on the view of those who say that he was called Hatach because all matters of state were decided [hatach] according to his counsel, what answer can we give? — That he was thrown into the den of lions.