A Happy Ending... or is it?

[Beleg]

I feel pretty sad at the end of ROTK, but it's with the appendices that I cry my eyes out. The description of the year 1541 is depressing. I understood at this moment that the story was really over when all the characters are separated from each others.
The friendship between Legolas and Gimli is also very poignant, and i always wonder what happened to them once they left ME. did they perish in the Great Sea? Did they sail forever or at least until Gimli's death (which would be terrible for Legolas, left alone in a ship in the middle of the Ocean). Would Legolas go back to Valinor after that?

That's why I barely read this part of the appendices, and when it happens, just start to read the book I again, to tell myself "i don't want this story to end".