High Elves and the Balrogs

[Lalaith]

realizing what the "coming to flesh" in Arda means:

Yes, absolutely, I think that's a very interesting point. Did Gandalf's corporeal form, as an old man, lay "heavier" on him than Melian's, do you think, despite the fact that she bore a child while a physical, Middle-Earth presence?
The Valar and the Maia took physical forms while in Valinor, also. Were these forms somehow different to those they took when not there? Is there anything in HoME about this?