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Did the returning Noldor name The Grey-Elves after their position between the Light and the Dark, or the colour of their raiment?
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In the Silmarillion, they are named also elves of the twilight; apparently, the noldor named them so because the first Elves of this origin whom they met with were in the north, under the grey skies and mists about Lake Mithrim.
EDIT: I found this interesting note in Quendi and Eldar, HoME XI:
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Mithrim was a name given to them by the southern-dwellers, because of the cooler climate and greyer skies, and the mists of the North. It was probably because the Noldor first came into contact with this northerly branch that they gave in Quenya the name Sindar or Sindeldi 'Grey-elves' to all the Telerin inhabi- tants of the Westlands who spoke the Sindarin language. Though this name was also later held to refer to Elwe's name Thingol (Sindikollo) 'Grey-cloak', since he was acknowledged as high-king of all the land and its peoples. It is said also that the folk of the North were clad much in grey, especially after the return of Morgoth when secrecy became needed; and the Mithrim had an art of weaving a grey cloth that made its wearers almost invisible in shadowy places or in a stony land. This art was later used even in the southern lands as the dangers of the War increased.
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