Wow, Beleth, I missed this thread too, but I think your ideas are really good.
I think, and I'm not sure entirely how it ties in, but I think it's important to note that even while Feanor was in Valinor (the closest thing in Tolkien to a perfect place) he is still unhappy. Feanor is deeply discontent, and likely always has been. And he's immortal. He will be deeply discontent until the ending of Arda.
Immortality looks a lot less fun when looked at that way. Something to come to terms with (as I think you mentioned, Beleth). I think Feanor's reaction may have been similar to the reaction of some of us puny mortals (
) to our mortality. People create works of art so that it will outlive them, bring their name the immortality they themselves can't have. Feanor on the other hand is looking for something great to fill and justify his immortality.