I think the 2nd, 3rd, and 4th volumes were Frodo accounts of the War of the Ring:
Frodo brought [Bilbo's diary] back to the Shire, together with many loose leaves of notes, and during S.R. 1420-I he nearly filled its pages with his account of the War.
The
Fellowship,
Two Towers, and
Return of the King, perhaps?
Oh, and Grey Havens (or Mithlond) is the haven from where Elrond, Galadriel, Gandalf, Bilbo and Frodo set sail.
Or perhaps you refer to the last chapter of
Return of the King.
Hope that helps!
