I see somewhat the line of thinking that would bring one to the conclusion that Melkor was 'dead' during his time in the Void. However he still existed as a physical entity (I say 'physical' because I am under the impression that he could not change back from his physical form), and he was still capable of coming back into the living world, even to Middle Earth (a mortal land). In this sense he is not dead. Since it is foretold that he will be slain at last in the Final Battle, I consider that to be his true 'death.'
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...where the instrument of intelligence is added to brute power and evil will, mankind is powerless in its own defence.
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