"Three Rings for the Elven Kings UNDER THE SKY"

Because I always thought that when Eru removed Valinor, it remained on the planet, only on a different and hidden location. The boats then could sail towards the lands ...

Is Valinor on the planet? I really don't think so. The Planet only exists because the Valar bent the world into a sphere so that humans could never sail into the undying lands. Valar then would seem to be neither upon the surface of the earth, nor simply floating out in space. The business of sailing the straight road clearly implies (at least to me) and Valinor is outside of the reality of ME. That is, it's in an alternate plane of existence.