Elves could kill ringwraiths. The prophecy said that man would not kill the Witch-King, not could not. In any case, the Witch-King does not count for all nine ringwraiths.
As for how the Wraiths got back to Mordor, they probably DID walk. Think logically. How else would they? They were only unhorsed, they were still embodied, so their spirit would not just FLOAT back to Mordor.
Not that that point bears ANY relation to the actual question.
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'It must often be so, Sam, when things are in danger: someone has to give them up, lose them, so that others may keep them' ~Frodo
"Life is hard. After all, it kills you." - Katharine Hepburn
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