Make up your own story - its more fun. Don't worry if it doesn't 'fit' with the 'official' version in The Sil or the other stuff 'unpublished'in Tolkien's lifetime - not, that there is an 'official' version. I think the implication is that they were all destroyed when their Rings were. After death if there was anything left of them spiritually they would have gone to Mandos & then beyond the Circles of the World, which is the fate of Men.
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