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Yet some things there are that they cannot see, neither alone nor taking counsel together; for to none but himself has Iluvatar revealed all that he has in store, and in every age there come forth things that are new and have no foretelling, for they don not proceed from the past.
Silmarillion, Ainulindale
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Originally Posted by hewhoarisesinmight
Does this mean that if they haven't forseen these events, they can't forsee events that lead on from it? Like for example, couldn't forsee Miriels death therefore couldn't forsee Feanor's revolt or couldn't forsee destruction of Numenor so couldn't see creation of Gondor and Arnor. If that is true then there forseight isn't very impressive...
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I don't think so. They might possibly foresee an event without necessarily having foreseen all the circumstances that lead up to it, i.e. seeing individual links in the chain but not the chain as a whole. It could be that their foresight provides them with a fair idea of the "big picture" but doesn't necessarily, in every circumstance, allow them to foresee exact details.
Of course on the point of foresight, Mandos should probably be distinguished from his brethren as he "knows all things that shall be, save only those that lie still in the freedom of Iluvatar" (Silm.,
Valaquenta) I guess in answering the question of what are the things that the Valar can't foresee, a useful starting point is determining what things take Mandos by surprise/seem outside his knowledge. I think that the Beren/Luthien situation that you cite is a good example of this. Earendil's fate (and that of Elwing and their sons) may be another.