Elmo...

[burrahobbit]

Elmo was the younger brother of Thingol, both of them being originally awakened at Cuiviénen with their brother Olwë.

Not to get off topic or anything, but brothers require parents.

That aside, yeah, if Elmo is Celeborn's grandfather then it contradicts some of the other stuff about close relatives falling in love. There are other stories about where Celeborn came from, though.