I think there is a connection between Danzou and Mandara
It could be posible that they are the same very person
Q1- If Madara is Danzou, why did he send Sai to kill Sasuke given Madara's interest in Sasuke?
1) I think Danzou did it so that Sasuke doesn't suspect Danzou is Madara. Now, it is clear that Sasuke desires to kill Danzou and the advisors after hearing Madara's story. If Sasuke were to find out that he was Danzou and that he had the major hand in the massacre, Sasuke would obviously go after Madara instead of collaborating with him, which is what Madara believes Sasuke is doing now (even if he suspects that Sasuke might betray Akatsuki later on). Therefore, if Sasuke knew that Danzou tried to kill him through Sai, he wouldn't suspect Danzou and Madara to be the same person, since Madara took him in, gave him a history lesson, and made him part of Akatsuki after Itachi's death. I believe this is the most likely answer.
2) Madara's plans can change with time. As I said earlier, it's premature to make any firm statements about Madara's precise goals at that time. Actually, it is difficult to make any sound statements of Madara's goals for Sasuke even now. At the time, Madara may have wanted to eliminate Sasuke as a potential threat to the village for when he became Hokage later, or maybe he simply sent Sai to test how strong Sasuke had actually become. Madara clearly had an interest in Sasuke's development, as shown here and here. He may even have sent Sai on a suicide mission because he sensed Sai was getting emotionally attached to that book of his.
Q2- Why does Danzou prevent Naruto from returning if he is Madara?
1) Well, one less strong ninja (and I think youíll agree that Naruto is strong now) means that there would be more damage by Pain, and an easier ensuing coup as well.
2) It is uncertain whether or not Madara actually wants Pain to actually get a hold of all the bijuus. Madara may not be true to his word with Pain, as he clearly promises Sasuke one of the bijuus. We know that Madara and gang have had opportunities to snatch Naruto, but havenít done so. So, Danzou eliminates the messenger frog to keep Naruto from returning as well.
The exact reason that Madara may not want Pain to capture and seal all the bijuus depends on his motives, which are currently unknown. Any statement about them is premature, and so we can only speculate. But I think the reason that Madara does not want Pain to have all the bijuu is because he may want the Fox for himself. If the Fox is sealed within the statue, there's not telling what will happen, or whether Madara would ever be able to retireve it. Madara may also not want Pain to be successful in causing widespread terror. These are two different individuals with different goals. It is very difficult to say with our limited knowledge at present.