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When Tuor first came out of the tunnel he was in a deep ravine with tall sheer sides. On the fourth day, moving West, the channel grew wider and its walls lower and less sheer, and there were 'high hills' on either side -- here he is able to climb out, but he does so on the South side I think, and he will ultimately travel South.
So I would say that anyone getting into the ravine going east (Feanor and Fingolfin would be travelling eastward of course), would soon enough find themselves in a deep ravine with sheer sides.
Anyway, I can see Tolkien glossing over that the Noldor crossed some mountains here, and perhaps this was the easiest point of passage, if still mountains; but I don't think the reader is supposed to think Feanor and Fingolfin both found and used some earlier version of the Gate.
To my mind surely this would be something notable! even for very compressed history. Two hosts decide to climb down into the cleft, and both used some early version of Annon-in-Gelydh? Hmm, for myself, I don't think Tolkien meant this.
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