Did Finwe have daughters?

[Inziladun]

The question of canon is not a new one here on the Downs. My belief is that 'canon' in Tolkien's case consists of The Hobbit, LOTR, The Silmarillion, and to a more debatable extent, Unfinished Tales. Oh, and now The Children of Húrin, I suppose.

The Silmarillion indicates indeed that Finwë had only three children: Fëanor, by Míriel, and Fingolfin and Finarfin by Indis. If there are other ideas that Finwë may also have had daughters, I would suspect the source would be The History of Middle Earth. I don't actually have those books, basically which consist of early versions of the stories we know.

Again, I consider The Silmarillion canon. Why? Because it was pieced together after the Professor's death by the one who knew his work best, his son Christopher. It isn't a perfect work by any means, but CT had to make some difficult decisions, and I quite like the result.

The Simarillion also gives Galadriel four brothers, Orodreth being among them. In a note in Unfinished Tales, CT explains:

Before the revised edition of The Lord of the Rings was published in 1966 my father changed Finrod to Finarfin, while his son Felagund, previously called Inglor Felagund, became Finrod Felagund.....For a reason unknown to me, my father displaced the second King of Nargothrond and made him a member of the same family in the next generation; but this and associated genealogical changes were never incorporated in the narratives of The Silmarillion.

UT The History of Galadriel and Celeborn (footnote 20)

Part of that idea slipped through in LOTR, when Gildor tells Frodo he is 'Gildor Inglorion of the House of Finrod'.

As for your other questions about Finarfin ruling the Noldor in Valinor, I would think that he continued to do so even after the return of the Exiles, because none of them would have had the same hereditary right (through kinship with Finwë) that he had.

It's only a guess as to how many of the Noldor he ruled. Probably hundreds, at least, though as you said very many had died in the First Age wars with Morgoth, and later in the Last Alliance.

x/d with Galin