Amos 1:6

Gaza—That was a city of the Philistines.

a whole captivity—I.e, the captivity of Israel, that the captivity be complete, that no one should escape, for they would stand on the roads and seize those fleeing and deliver them. And so did the people of Tyre, and so to the four sides during the destruction of the Second Temple, as is delineated in the Aggadah of Ha’azinu (Sifre 322), Gaza from the south, Tyre from the north, Damascus from the east, the Arabs from the west, as it is stated: (Isaiah 21: 13) “The harsh prophecy concerning Arabia: In the forest in Arabia did you lodge, on the roads of your cousins.”

"Thus says Hashem, for three sins of Gaza..." This refers to Gaza, the capital of the Phillistines that was near Jerusalem and the Phillistines also committed the sins of idolatry, adultry and murder and then added a fourth sin when they harmed Israel and therefore were wholly deserving of Gd's recompense. What was the fourth sin? The prophet says that they exiled fully. Meaning they ensured the exile was complete, by standing on the pathways and catching the refugees who were escaping from Israel and returning them to their captives. And likewise did the people of Tzur. And I think, the Radak's explanation is more correct. That the refugees from the war in Israel ran by way of the land of the Phillistines, since it is nearby to them and they had a peace treaty with them. And the Phillistines took them and returned them to Edom. And the text explains about how they sent the Israelites into exile despite the peace treaty. Can this be referring to an event that took place during the destruction of the second temple then Edom would refer to the Roman army that captured the Israelite kings. And it means that the Edomites captured the Israelites becuase often in war, one wins a battle and then the next one wins a battle and when the Edomites captured Israel, the Israelites ran from them and came to the Philistines who were at peace with them and they trusted them. But the Philistines in their wickedness would return them immediately to the Edomites which is the opposite of the halacha in the Torah (Devarim 23:17) that one is forbidden to return a servant to his master. And this made it a complete exile in that they returned them to the exile.