[Pitchwife]

Oh well - is it Maglor?

What I wanted should be mine,
thwarted first and second time.
Third time lucky's what they say,
but shadows grew from that bright day.

Twice denied,
but now my pride,
was satisfied.
I should have cried.
Three attempts to take a Silmaril by force:
1. Attack on Doriath, Dior and Nimloth slain, but Elwing escaped with the Silmaril;
2. Attack on Sirion's Mouths, but Elwing escaped with the Silmaril yet again!;
3. Attack on Eönwe's camp by Maglor and Maedhros after Morgoth was vanquished; they escaped with two Silmarils, but -

Victory turned into dust.
First a boom and then a bust.
the stones burnt their hands, so they saw that they had lost their right to them and the Oath was void.
Taken captive, basely caught,
for good or ill I stood and fought.
The only part I can't quite make fit. They stood and were ready to fight when they were caught in the act, but at Eönwe's orders they were neither slain nor taken captive but went free.

Twice denied, then I succeed,
Now defied and twice bereaved
Twice bereaved: of his last surviving brother, Maedhros, who took his own life, and of the Silmarils too.

Still not all's bad that hardship sends,
I've lost it all but made some friends.
Elros and Elrond; Maglor sort of fostered them after they'd been taken captive at Sirion's Mouths, and improbably liking grew between them.

Is that it?