As the last of the fires lit by the Balrogs' flames guttered out and left only half-dead embers behind, another fire sprang up in the darkness, a single tall pillar of glowing red and orange and white-blue blazing glory. Through the middle of this, unseen by all, the soul of Fëanáro rose up from the broken and burned body that had always been too weak for it. But his soul left the body willingly and freely, and indeed might have kept it for many hours more, and so the Oath was judged unfulfilled, and Mandos called him not. In place of Mandos, then, the emptiness of the Void put forth its own demand, and the spirit of Fëanáro did little to resist it.
The Void was nothing – nothing to touch, nothing to hear, no color. The Void was not black, nor was it white, for black and white imply the presence of light and a way to perceive light. There was simply nothingness, all around in every direction (save that there was no direction, and no "around," not in the Void.) There was no pretense of space, or of time, not that there was any way to measure the time or observe the space, not that there was anything of the physical or the measurable in the void, for it was the Void and it was nothingness.
To this nothingness the soul of Fëanáro flew, and the Void was filled with his thought. In the moment of his coming, the Void was no longer Void, and Eru in the Timeless Halls was aware of him and knew him, and He stretched out His thought to him, and such converse was held then as never had been before – the One to an Elda, and the Ainur were silent in their awe.
Then the Father of All spoke to the bodiless spirit of Fëanáro, saying, "Child, it has been appointed that the Eldar are to remain in the world until its end. Why then do you come to this place, refusing the call of Mandos in favor of the Void, where the souls of the Eldar are not meant to be?"
Fëanáro, hearing the thought of Eru, answered in his own mind, "An Oath I swore by Thy name, my maker and father, and to the Void I gave myself should I keep it not. And when the hour of my death came, my Oath was unfulfilled, and as in Thy name I swore, my Oath brought me here despite the call of Mandos. Now, Lord, I ask Thee, do but allow me to perceive the slightest glimpse of Thy unimaginable hand and mind at work, and I shall call myself blessed among the Eldar."
Eru heard the request of Fëanáro as his thought echoed through the emptiness all around, and leaving the Timeless Halls He came to the elven soul that remained lost, surrounded by what had been void. None of the Ainur knew what passed between them, and none raised their voice or thought in song or speech as they waited in the Halls, and far away, in another world beyond the reach of thought, the Valar were silent and stood in wonder.
And so, the tale goes, to Fëanáro alone of all the Eldar was shown the work of Eru, and he heard His thoughts as they went out into the Halls, and he alone saw the world he had left from the nothingness around it before all was remade.
Author's Note:
I do think that Fëanor, being the rather arrogant and inquisitive elf that he is, would have done his best to die in such a manner as to leave his Oath unfulfilled, just to find out what would happen, and assume that he could handle whatever came his way in the end. I also think that he would have done that just to spite Námo and stay well clear of his Halls.