"the slyphs of the air and the winds" were Ainur who were not Valar and did not wish to enter into their service (i had a dream i was one of those once). They didn't really have bodies or forms, they just rode the air and water currents enjoying existance. They could even have been what cause air and water currents.
This could be totally wrong tell me if it is cause it is mainly my interpritation.
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Utúlie'n aurë! Aiya Eldalië ar Atanatári, utúlie'n aurë! The day has come! Behold people of the Eldar and Fathers of Men, the day has come!
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