What of Curumo?

[The Might]

Answered by Tolkien in the UT:

Whereas Curunir was cast down, and utterly humbled, and perished at last by the hand of an oppressed slave; and his spirit went whithersoever it was doomed to go, and to Middle-earth, whether naked or embodied, came never back.

Just as Sauron or the WK he had been reduced to impotence and was no longer capable of assuming physical form. However, should the Dagor Dagorath be true I am sure he would have repented and joined the good side, then again this is only pure speculation on my part.

As for all the other questions that are left more or less unanswered... don't you need some mysteries after all?

And as the Professor himself said in letter #144:

And even in a mythical Age there must be some enigmas, as there always are. Tom Bombadil is one (intentionally).