In the Lord of the Rings, it is stated that

"In 2509, Celebrían, wife of Elrond, was journeying to Lórien when she was waylaid in the Redhorn Pass, and her escort being scattered by the sudden assault of the Orcs, she was seized and carried off. She was pursued and rescued by Elladan and Elrohir, but not before she had suffered torment and had received a poisoned wound. She was brought back to Imladris and though healed in body by Elrond, lost all delight in Middle-earth, and the next year went to the Havens and passed over Sea." LotR, Appendix A (III) - Eriador, Arnor and the Heirs of Isildur

Do we know any more what what this "torment" entailed and why it was so distressing?