[Legolas]

Ar-Wilson the Mighty is right.

Gandalf did not arrive in Middle-earth until 1000 years into the Third Age; the Last Alliance was the conclusion of the Second Age.

Glorfindel died late in the First Age in the Fall of Gondolin and was not sent back to Middle-earth until the Third Age, possibly with Gandalf and the other four wizards.

It seems likely that Legolas was not born yet or was too young to go since he makes no mention of having been to Mordor previously in the conversations found in The Lord of the Rings. Either way, he would not have been an 'important' figure at that time.

It's not certain that Haldir was alive either, but he was not an important character at any point in the story. Mentioning his involvement would be of little value to the narrative.