Not having read Faust, I can't comment intelligently. I know, you'd think by now I'd have gotten around to Faust, but no. Sorry.
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In general, it seems that if a taboo is broken in Tolkien's works, the consequences are never funny or ambiguous.
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In general, yes. But a hobbit leaving the Shire for parts unknown is itself a taboo of sorts. So is entering the Old Forest. So is a strong desire to see Elves, or to disappear from before the eyes of 144 birthday party guests by the aid of a magic ring (or any aid, for that matter). So there are enough specifics to lead me to question your generalization.
As for the ravens, I think you may have your attribution wrong. That was in Regin's post, he quoting a Letter of Tolkien. Be that as it may, and me having never heard of the particular mythical instance you site, there is much in Norse myth that he never mentioned that had nothing to do with magic wielding Elves or Wizards. In other words, every writer is going to dip his ladle into the soup of story and come out with a different set of ingredients; that Tolkien has not used all of the elements of Trickster does not mitigate the fact that the Trickster can be discerned in LotR.