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... but it is reinforced by the end of the passage that says "they are all now gone"- cert. a reference to Middle-earth and not the Elves in Aman!
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Looking at the other side of the coin here, while I think this does reinforce that the Eldar 'of Middle-earth' is meant, one could claim that the Vanyar are yet 'gone' as well, from Middle-earth that is, compared to other Quendi; and so the reference could still be to 'all' the Eldar from the perspective of the fictive translator writing Appendix F [Tolkien]...
... again arguably 'odd' in that the Vanyar were hardly 'of Middle-earth' in a historical sense, having all passed Over Sea so very early on -- compared to the Eldarin Noldor and Sindar leaving Middle-earth so very much later, and interacting with Men far, far more. And again I think the perspective does, or can at least, arguably switch to a Mannish perspective [thus who the heck are the Vanyar? And what they look like is hardly in mind when we speak of the 'Eldar' in Middle-earth].
In any case, Tolkien himself would maybe not find this kind of thinking odd, that 'Eldar' might be used without a true inclusive sense...
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4. Elda and Eldo. The original distinction between these forms as meaning 'one of the Star-folk, or Elves in general', and one of the 'Marchers', became obscured by the close approach of the forms. The form Eldo went out of use, and Elda remained the chief word for 'Elf' in Quenya. But it was not in accurate use held to include the Avari (when they were remembered or considered); i.e. it took on the sense of Eldo. It may, however, have been partly due to its older sense that in popular use it was the word ordinarily employed for any Elf, that is, as an equivalent of the Quende of the Loremasters. When one of the Elves of Aman spoke of the Eldalie, 'the Elven-folk', he meant vaguely all the race of Elves, though he was probably not thinking of the Avari.
JRRT, Quendi And Eldar
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And so it seems to me that from the perspective of Middle-earthers, one might use Eldar even if probably not thinking of the Vanyar.
Erm. If that makes sense.
Anyway sorry to the 'Elves and Ringwraiths' readers.