Hey, in 2 Kings (I'm not sure of the chapter or verse right now, but I'll get back to you on it) there was a king that burnt himself in the same way Denethor did. I think that he definately symbolizes Saul, and I think Tolkien got a few of his ideas from the Bible.
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"And Maglor answered: 'If it be truly the Silmaril which we saw cast into the sea that rises again by the power of the Valar, then let us be glad; for its glory is seen now by many, and is yet secure from all evil.' Then the Elves looked up, and despaired no longer, but Morgoth was filled with doubt." -The Silmarillion.
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