[Novberaid]

I think I have the info you are looking for.
This comes from Tolkien The Illustrated
Encycolpaedia by David Day. "At the end of the Third Age, Galadriel sailed to the Undying Lands, but Celeborn remainded behind. With Galadriel gone, Celeborn and his Silvan Elves left Lothlorien and founded East Lorien in the south of what was Mirkwood. Celeborn ruled East Lorien for some time but finally retired to Rivendell. Some time after, he is believed to have sailed to the Undying Lands." I don't know for sure, but I believe the Undying Lands were open to all the Elves if they so desired to go.