Now that is interesting.
I suppose you can't really say then, if it is canon or not, since Morgoth's Ring (as the whole History of Middle-earth Series) consists of early manuscripts and development notes from Prof. Tolkien. Strictly speaking none of this made it into the published, finished Versions of the Lord of the Rings or the Silmarillion, and I guess Tolkien had good reasons for that.
Yes, I had kind of imagined it myself, but, apparently, this interpretation is relatively widespread as the actual lore, as I had also the opportunity to see in other Tolkien-related pages.
That's why I personally always prefer the 'original' (published) and earlier material from the Silmarillion (that naturally involves, consequently, other fundamental Arda matters), which might seem to be a bit 'rough' or incomplete, but it's surely my guide across all the founding aspects of the Legendarium
For example, I surely appreciate more Galadriel passing the deadly Grinding Ice with her brothers and relatives of the Noldorin Royal Family (and meeting Celeborn in Doriath), rather than her reaching later Middle Earth with Celeborn (previously known in Alqualondë) with a Telerin ship (the version followed by LOTR)
So yeah, who is to say what happens to the elves that stay? No one knows! And that in itself is somewhat beautiful. ^^
Yes, it really gives the needed sense of Mystery.
But, as I generally approach the events of Arda, fundamental themes like these should be bound to a sort of ultimate 'Order', although they can easily have arcane elements regarding their nature.
In this case, I would say that it wouldn't be possible, in my opinion, that some Elves might survive as spirits in the World, and, occasionally, appear to Humans.
I would say that, whether by sailing from the Grey Havens by choice, or getting old and finally dying, all the Elven souls must necessarily and eventually reach Aman (Valinor or the Halls of Mandos) as any sentient being who dies, regardless of the fact that it remains in Mandos' Realm to be judged (Elves) or leaves the physical Universe (Humans).
Everything would thus be subjected to a certain degree to the Authority of the Valar, the Archangels and Guardians of Arda
I know, it might sound not very democratic, but, in the end, Valinor is an absolutist Theocracy
The presence and the trace of the Elves would thus be gradually deleted and forgotten as well from the ordinary and disenchanted World, alive only in Aman, the only place where they can fully live according to their immortal Nature.
Talking about Silvan Elves, is it written somewhere in the books if Thranduil went to Valinor or stayed to rule his kingdom? My theory is that he stayed in Middle-earth, but does the lore contradict this?
As far as I know, Thranduil's fate is completely unknown.
But, I always hope that any Elf will eventually pass beyond the Sea