When did the last of the High Elves leave Middle Earth ?

[Inziladun]

There was Gildor and many fair Elven folk; and there to Sam's wonder rode Elrond and Galadriel.

ROTK The Grey Havens

And there are Círdan's words to Gandalf to consider:

But as for me, my heart is with the Sea, and I will dwell by the grey shores, guarding the Havens until the last ship sails. Then I shall await thee.
White was that ship and long was it a-building, and long it awaited the end of which Círdan had spoken. But when all these things were done, ....the power of the Three Rings also was ended, and to the Firstborn the world grew old and grey. In that time the last of the Noldor set sail from the Havens and left Middle-earth for ever.

Silm Of the Rings of Power and the Third Age (emphasis added)

For me, the implication clearly seems to be that Círdan was on board the ship which took the Keepers of the Three, and that the remaining High Elves also went at that time.
Círdan's absence also would explain why Legolas built a ship for himself and Gimli in Ithilien.