did all elves leave middle earth

Yes, all the elves left Middle-earth after the War of the Ring. They traveled to the Undying Lands, a place where the race of elves would live forever. There, they could continue their way of life, and their society would continue to flourish and remain unchanged. The elves of Middle-earth had served their purpose and now it was time for them to depart from the mortal world and begin their next journey.