Elrond becoming the father of his uncles? I don't know, could be of course. Would a reincarnated soul remember his/hers former life? And wouldn't Elrond and Celebrian get some form of vision of who their sons were?
I think that since Elured and Elurin where so unbelivably young and died so horribly, they wouldn't have developed enough love for ME, so they felt no need to return. But I'm sure their innocent souls would be let out of the halls of Mandos quite fast, especially if they had someone to look after them. Did their mother Nimloth die too? I bet they wouldn't want to leave her.
I think Elladan and Elrohir were new souls, and that twins simply run in the family. Elrond and Elros were twins too.
Seems that the urge to marry humans also run in the family. ;)
"Don't complain under the stars
about the lack of bright spots in you life."
Henrik Wergeland, Norwegian writer