There wasn't really a system, but as I recall Tolkien refers to male Elves as "Elves" or by some other collective noun (i.e. "archers, Lords") modified by "Elven." Females were usually "Elven" this or that: Lady, Queen, maid, and so on. Hobbits are occasionally hobbit-lads or -lasses, if young enough; when they get old they are "gammers and gaffers." Sad to say (IMHO, that is), Tolkien had so few female characters, particularly of the hobbit variety, that the issue rarely occurred! But those are the conventions I've observed, and observe in my writing.
Female dwarves: nope, don't even want to go there--
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"And the ship went out into the High Sea and passed on into the West, until at last on a night of rain Frodo smelled a sweet fragrance on the air and heard the sound of singing that came over the water."
-The Return of the King
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