Tbh Elwing's fate sounds a whole lot like smt you would tell a kid when somebody died, along the lines of "your cat moved to a nice farm upstate". So just imagine that at some point the Kidnap fam had this conversation:

Maglor: and then your mother turned into a bird and flew away

E&E: you know, we're not children anymore, we know that's not true

Maglor: no I'm not lying that actually happened

E&E: yeah right, let me guess, she also found dad and they're very happy and not at all dead

Maglor: I... yes, kinda???