What if it’s a secret where the elves come from? Theories are they come from an island far away, but no one has ever seen it, or been able to find it?
Older elves never discuss it, even upon torture/death. Elves born ‘here’ don’t know, and aren’t told. Just occasionally, (and rarer and rarer nowadays) an amazing type of ship will come in the evening, with strangely colored lamps adorned on the bow, and elves will embark.