Working on the kernel of a story about the Blue Wizards and the men of the East, where the Blue Wizards "lose faith" (I forget how Tolkien described it) because upon reaching the nations east of Mordor they come to love the people and cultures they find there and become upset and dismayed that all of these people were left in the clutches of Morgoth and later Sauron without aid from the great powers in the West. While they don't turn against the Valar their discovery of the horrors wrought on the men of the east does lead to a crisis of faith which causes them to doubt the limitations of their mission to simply resist Sauron and, after spending many long centuries providing aid and counsel to eastern men in their efforts to resist the Dark Lords, they decide to remain among men after the defeat of Sauron to continue to aid them in re-building after millenia of oppression and torment, only returning to Valinor much later and then only in spirit, having lain down and died in their corporeal bodies rather than bodily journeying back to Aman.

When they finally return they are greeted with curiosity rather than hostility. They explain their reasoning to the assembly of the Valar and the Valar understand that their failure to aid the distant men of the East, due only to their distance from the blessed land and a belief that these men were lesser as a result, was a shameful failure. The blue wizards are reconciled with their friends and kin and continue to abide in Aman thereafter, satisfied that the time they spent counselling and aiding the men they came to love was time well spent, and that the men of the east will cast off the last of Sauron's shadows and propser by their own wisdom and abilities.

I'm also playing with the idea that some of the elves captured by Morgoth in the First Age escaped in to the east and maintained a small colony, joining the culture of the men there and becoming a small community of immortals who acted as preservers of knowledge, wisdom, and memory in a land that frequently faced enormous destruction at the hands of the dark lords. Heroes and sages would fall before the might of the Dark Lords, kingdoms would perish, but the small community of elves would endure and help their short-lived friends rebuild, inspiring them with stories of their forebears.

When the blue wizards arrive they bring the eastern elves up to date on the long, sad history of their western kin and the men, elves, and wizards join their strengths together. After the defeat of Sauron the Elves join the hosts of men who pursue the broken remnants of Saurons armies west, eventually meeting outriders of Gondor. From their the elves journey to Minas Tirith and meet King Ellesar and Arwen, and are overjoyed to see kin again after so many thousands of years of separation. They travel west and leave Middle Earth for Aman on the very last of the ships to leave the Grey Havens. Arriving in Aman they become a source of great joy as friends and relatives separated by countless thousands of years, and even by death, are rejoined at last.

As these elves were so distant they had no contact with Valinor or their western kin, except that the Valar were aware of them. Unable to reach them by conventional means this small group of elves would receive visions from the great Valar - Manwe, Orome, Yavannah, Aule, and Olmo, but these visions were dim and came only in sleep. Rather than explicit instruction they nudged the eastern elves towards inspirations and insights, while providing hope and comfort.