I love everything about this! I find Dior so fascinating, being the literal child of two worlds (and the child of larger-than-life heroes who died so young & tragically) and I love how you address that here through Nimloth. Everything is so evocative, from the slight mysteriousness of the setting, to Dior singing and appearing to her through a mist.

And the dialogue almost feels like something out of a Tolkien-penned text, without reading like a poor attempt at copying, which makes me believe even more that this meeting happened exactly as you've written it.

"I am caught in a fate larger than myself, that I know, and the decisions that will be most important to my life are not my own. I have never seen Menegroth with my eyes, and yet I have walked its halls many times in dreams. I have never beheld the Silmaril and yet I know its light." He looked up into the white mist, where the bright sun was shining down, burning through the diffuse air, a crescent of brightness. Nimloth, a strange kind of yearning rising within her, reached out and reclaimed his hand, and he looked down again, startled.

Just beautiful!