Shock! Horror! Feanor does what a Vala says...

[Raynor]

If I read this quote correctly I take it to mean that the unbodied fea would flee the terror of the Shadow to the safety of the Halls of Mandos.

While the halls of Mandos are a likely destination, they are not the only possible one - the qualifier is inclusive "any" - not exclusive, such as "only".

Unbodied fea who were committed to Darkness would refuse the summons of Mandos and would instead fall under the dominion of the Shadow.

We're in agreement here.

is not really a 'third option' but is simply to illustrate that even one of the Eldar would not be able to resist the counter-summons of Morgoth if he refused the summons to Mandos, just like the Avari from the preceding sentence.

The text does not exclude power to resist counter-summons completely. This remains a possibility - theoretical for the weak.