What would happen to Galadriel if Sauron triumphed?

[Legolas]

agree they would take off their rings...
But they would not be able to escape.

Why?

Because Dol Guldur then would triumph over Caras Galadon without the aid of Nenya to Galadriel's power. She would become a captive in the pits of Dol Guldur.

Elrond would have a better chance of escaping. But ors, wargs, etc. are faster than him...

You act like Galadriel and Elrond wouldn't make for Aman immediately. They would. Remember - they are elves. Old or no, elves were physically impressive. They could outrun a warg, an orc, etc. if need be.