Lord of Angmar, I believe you are wrong. That 'an end was come for the Eldar of story and of song' refers to Middle-Earth, not Valinor -- which is where they were going, and where they would certainly have still had these things. As it is in Middle-Earth that the Elvish stories ended, and in the Undying Lands that they continued, I think it probable that they would indeed have taken their lore with them (from the former place to the latter).
They may have passed on some knowledge to Gondor or to the newly-restarted North-Kingdom; alternatively, lore-masters of the Dunedain may have further studied Elvish lore and thus brought it to the human kingdoms. Remember that such learned men and lore-masters did exist in Gondor, and that knowledge of the First Age would most likely have existed in record there already. Perhaps some gleaning of the tale of the Ainulidale, gained from contact with the Eldar, also existed for the knowledge of the very learned.
Exactly how such detailed information of these matters came to be known by an apparently common man of Gondor, in the New Shadow (another question of intrigue which we will never find out about; what was the 'new shadow' to be?), we will never know -- the story was not completed. Perhaps the reign of the very wise Aragorn was responsible, or perhaps the man was not who he appeared to be. As I say, though, we will never solve this mystery. (It's rather a shame that the New Shadow wasn't completed, I think, as quite finally leaving Middle-Earth a hundred or so years after the War of the Ring does foster a desire for a greater extension of the history; the story of a 'new shadow' would be fascinating.)
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