Guys, I believe I know where this was stated.
Quote:
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"Take this ring, Master," he said, "for your labours will be heavy; but it will support you in the weariness that you have taken upon yourself. For this is the Ring of Fire, and with it you may rekindle hearts in a world that grows chill. But as for me, my heart is with the Sea, and I will dwell by the grey shores until the last ship sails. I will await you."
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This is at Third Age, Appendix B of LOTR, at the part where Cirdan gave Gandalf Narya. So it is to be presumed that he stayed until every single ship left.
In fact, where we given any evidence that there were no more elves in the 4th Age? Hardly. But that does not conclude that those elves that prefer to stay are now stranded on Arda.