Would the answer to the second riddle be Formenos? If I recall correctly Finwe was slain be Melkor (the Darkness that entered there) during the theft of the Silmarils (the great treasure) from Formenos (with Finwe being the lord of the Noldor to the tune of 9000 years he'd qualify as a great lord).
I'm still chewing on the others but I haven't given up yet!
--Arc