In Book of Lost Tales II, there is a Legolas mentioned in 'the Fall of Gondolin' - who helped the eleven band escaping from that destroyed city.
Quote:
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... and Legolas was with them, whose eyes were like cats' for the dark, yet could they see further.
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This Legolas would be well acquainted with the terror of Balrogs, though I am not sure we are to mistake him for the elf in LOTR.