Mary is not kidnapped, she is "raptured". This is why she disappears without a trace and makes an appearance as an angel several times after.
Most of the Israel interiors were actually filmed in Los Angeles, including the hotel, terrorist base, and mob scene.
At the end of the film Mary and Alison are in the kingdom of heaven, the figure on the horse is Jesus.
Joseph is an Angel sent by the prayer of Alison's ex-husband. As Joseph states "Your ex-husband sent me to help you find your daughter." This is why he seems detached and is never the center of attention.