not only in Lorien and Rivendell, but also Mirkwood (where Legolas came
from). When they were attacked, they had to defend themselves.
Don't assume there were only the leaders there... even though the population of
elves was greatly dimenished from its peak, there were still quite a few.
Enough so that Celeborn, for example, did not leave with Galadriel. We
don't know what he did or when (or if) he went West.
In the books we know nothing of Haldir beyond his brief appearance in Lorien in
Fellowship.
