There has been some speculation on Finwe's reincarnation. If he came back, for instance, would he be King of the Noldor again, or what? I think it likely that he is refusing to be let out of Mandos until his son, Feanor is.
But Glorfindel definetely went to Valinor, yes. An Elf of his power, who anyway was sent again to Middle-Earth for the purpose of aiding the war against Sauron, would have for sure.
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