The Ainur and their physical forms

[Neithan]

My apologies if this has been discussed before, but I searched and didn't find it.
In the Sil it says,

and from the hill of Tuna the Elves had seen [Melkor] pass in wrath as a thundercloud.

If Melkor could take the form of a cloud then why not do so to escape his capture in in the first war? The Ainur it seems could fight with one another no matter what form they took. This, however, brings up another question how did Tulkas, appearantly the lowest ranking Vala, defeat Melkor, the most powerful. It is said that Tulkas had the greatest physical strength. This suggests that no matter what form they took, or indeed if they took no form at all, they would always have the same physical strength, and that this strength was independent of their power.

O.K., but how did the chain hold him? It could have had some "magical" property that kept Melkor from changing form, and I might say that that was the case if it were not for another example:

Then Sauron shifted shape, from wolf to serpent, and from monster to his own accustomed form; but he could not elude the grip of Huan without forsaking his body utterly...and said that he should be stripped of his raiment of flesh, and his ghost be sent quaking back to Morgoth; and she said: "There everlastingly thy naked self shall endure the torment of his scorn, pierced by his eyes, unless thou yield to me the mastery of thy tower."

The Ainur, appearently, could not leave their physical forms while something was restraining them without their "body" being destroyed.

Lastly, we now that the Balrogs had become incarnate in their forms and so coud not change their forms to escape from falling, but what about Sauron? In the Sil it says that he changed into a vampire and flew away after his match with Huan. So why didn't he change into a flying creature during the destruction of Numenore and escape? It specifically says that he lost the ability to change into whatever he wanted after his body was destroyed in the destruction of Numenore. This one is a little harder to figure out. I seem to remember reading somewhere in one of the other books that, in one version of Tolkiens stories, only Manwe and Varda could fly, and that Melkor was jealous of them for this. So maybe the problem comes from the Sil being taken from so many different sources.

I am interested to see what everyone thinks of my theories.