[Glirdan]

My belief is that, for the Silmaril that was cast into the water, Ulmo might have taken it. Might being the key word. He might have been comanded to not retrieve it as some believe, which is probably likely.

As for the one cast into the earth, Aulë would have had to go under water and then use his power there to cast open the fissure in which Maehdros cast himself in. That might all have seemed to much work to Aulë. In which case he is landed in the category of lazy.

So it might have been a mixture of of the first two possibilities. It's highly unlikely that they didn't know the fate of the other two Silmarils, especially the one of water because that's where Ulmo rules and knows (or should know) what goes on. And if he didn't know right away, he would have found out from Ossë.