I am nearly sure that "Laws and Customs" did NOT say that marriages between first cousins were not allowed. When I remember rightly than there was statement about what the Elves called half-brother and half-sister (the double first cousins you may say, cousins were both of the parents were brother and / or sister) and the marriage between them was forbidden (as was that between brother and sister).
But cousins could marry if they desired it. But it said also that this seldom happened and only when the unrelated parents were not akin at all.
Taking that view we see that the relation between Galadriel and Celeborn was within the Law. And also the marriage of Maeglin and Idril would have been so.
I don't remember if that statement about the elves not marrying so near kin in the Fall of Gondolin was in the earlier versions of the story. If it was, than JRR Tolkien change his mind about that topic when he wrote "Laws and Customs", if it wasn't than it is an editorial edition of Christopher Tolkien which is quiet possible.
Respectfully
Findegil
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