Very reasonable assumption, Manwë. But "the lands beyond" sounds more likely to refer to Númenor itself, unless the phrase was "the lands beyond Ered Luin". The sinking of Númenor was a huge event, and maybe it's possible that physical signs of it were seen from Middle-Earth. Either a great wave, a tsunami such as results from a large meteorite impact, or possibly at night they could see signs of some burning.
Or maybe a little bird told them. It would have taken the Faithful days or weeks to sail back to the Hither Lands, limping along with torn sails.
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But Gwindor answered: 'The doom lies in yourself, not in your name'.
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