Between the mountains and the sea?

[Eorl of Rohan]

It is said in the poetry that Gil-Galad ruled a kingdom between the mountains and the sea.

Gil-Galad was an elven king
Of him the harpers sadly sing
The last whose realm was fair and free
Between the mountains and the sea

Now what mountain is this and what sea is this? I found this phrase also in Silmarillion, in Feanor's rash words to the people concerning that the Valar wishes to shut them up in this narrow land 'between the mountains and the sea'

Obviously, this means Valinor in Feanor's words, so was Gil-Galad's kingdom in Valinor or something?