See NINE-WORLDS. According to some theories, it lies just a little bit underground in the not-too-far North.
Actually, the Dark Elves — SVARTALFAR — seem to be plain old dwarves (‘DVERGAR’) living under an assumed name. As such, their domain also turns up here and there under the name NIÐAVELLIR. Dwarves are notoriously secretive so don’t expect answers any time soon.