[Legolas]

Eönwë, as far as we know, did as he was directed to do. Personally he did not have the authority to pardon Sauron, nor could he forcefully bring Sauron to Valinor with him.

When Thangorodrim was broken and Morgoth overthrown, Sauron put on his fair hue again and did obeisance to Eönwë the herald of Manwë, and abjured all his evil deeds. And some hold that this was not at first falsely done, but that Sauron in truth repented, if only out of fear, being dismayed by the fall of Morgoth and the great wrath of the Lords of the West. But it was not within the power of Eönwë to pardon those of his own order, and he commanded Sauron to return to Aman and there receive the judgment of Manwë. Then Sauron was ashamed, and he was unwilling to return in humiliation and to receive from the Valar a sentence, it might be, of long servitude in proof of his good faith; for under Morgoth his power had been great. Therefore when Eönwë departed he hid himself in Middle-earth; and he fell back into evil, for the bonds that Morgoth bad laid upon him were very strong.

He did all he could with the balrogs. The key word is 'inaccessible':

The Balrogs were destroyed, save some few that fled and hid themselves in caverns inaccessible at the roots of the earth;

The dragons (at least those at the battle) were destroyed:

Then the sun rose, and the host of the Valar prevailed, and well-nigh all the dragons were destroyed;

All quotes from The Silmarillion.