Tuor, Elves don't reproduce in conditions of war or captivity. In Morgoth's Ring, when Elven marriage customs are being discussed, it is said that Elves do not have children during times of war, unsettlement, captivity, or hardship. They make sure that they only have children in times of peace and prosperity. Unless Sauron came up with a way of forcing Elves to reproduce against their nature, he wouldn't be able to make them reproduce.
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But Melkor also was there, and he came to the house of Fëanor, and there he slew Finwë King of the Noldor before his doors, and spilled the first blood in the Blessed Realm; for Finwë alone had not fled from the horror of the Dark.
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