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Círdan probably the longest living elf in Middle-earth has been on Middle-earth since the days of the Two Trees and is the best ship builder of the Elves.
It is interesting that he never left for Valinor first when Morgoth was defeated in Beleriand, then when Sauron was defeated both in the Second and Third Ages.
Did he not want to leave Middle-earth because he's been there so long?
Did Círdan ever depart from Middle-earth or does he not wish to cross into the West and forever stay in Lindon?
All of the Eldar (the elves that originally travelled west Vanyar, Noldor, Teleri) left for the west at some point in the Fourth Age.
It is said that Celeborn went to dwell there after the departure of Galadriel; but there is no record of the day when at last he sought the Grey Havens, and with him went the last living memory of the Elder Days in Middle-earth.
The Lord of the Rings - Prologue
Cirdan was a Teleri elf so is counted as one of the Eldar. The above quote also indicates that Celeborn was the last of the Eldar to leave middle Earth.
I could assume Cirdan was on one of the last if not the last of the ships to sail west.
The following quote appears to back that up, with Círdan telling Mithrandir when he entrust him with the ring Narya.
But as for me, my heart is with the Sea, and I shall dwell by the grey shores, guarding the Havens till the last ship sails. Then I shall await thee.
The Silmarillion - Of the Rings of Power and the Third Age.
If Cirdan is still counted as a keeper of one of the three (much as former ring-bearers are always ring bearers) then the following would suggest he left before Elrond.
In that time the last of the Noldor set sail from the Havens and left Middle-earth for ever. And latest of all the Keepers of the Three Rings rode to the Sea, and Master Elrond took there the ship that Círdan had made ready... it passed into the Ancient West, and an end was come for the Eldar of story and of song.
The Silmarillion - Of the Rings of Power and the Third Age.
Círdan is indeed very old, but when Gandalf first arrives in Middle-earth Círdan tells him,
my heart is with the Sea, and I will dwell by the grey shores, guarding the Havens until the last ship sails. [Of the Rings of Power and the Third Age]
Círdan was lord of the Falathrim and Ossë had long ago persuaded them to stay in Middle-earth. Círdan was of the Teleri, and during the Great March they were the slowest group. In Of the Coming of the Elves it is said of them;
they tarried on the road, and were not wholly of a mind to pass from the dusk to the light of Valinor. In water they had great delight, and those that came at last to the western shores were enarmoured of the sea.
Most of the stragglers who stayed behind in Middle-earth were Teleri.
When the West was open again at the end of the First Age the Teleri still stayed, even some of the Noldor.
not all the Eldalië were willing to forsake the Hither Lands where they had long suffered and long dwelt... Among these were Círdan the Shipwright [The Voyage of Eärendil]
Círdan had his reasons for staying based on some of the passages I cited. Middle-earth was home, he loved living by the shores, and he was convinced to remain as well. Generally he had the same pullings as his people, they loved water and tended to dwell by bodies of water, whether the sea, rivers, lakes, or falls.
Círdan himself never departed from Middle-earth before he finally left. The leaders of his people did, Elwe and Olwe, when they went as ambassadors to the West.
According to the answers in this question, Círdan did leave. And the LotR wiki concurs. He seems to have been among the last, if not THE last one to leave Middle Earth, as he built ships for all the other elves leaving Middle Earth, and presumably he left on the last one.
Although Círdan remains in Middle-earth, he is not mentioned in the (brief and cursory) descriptions by Tolkien of the Fourth Age. He is characterized as being destined to set sail on the Last Ship to Valinor.
To steal the primary source quote from Cearon O'Flynn:
But as for me, my heart is with the Sea, and I shall dwell by the grey shores, guarding the Havens till the last ship sails. Then I shall await thee.
-Círdan to me, Mithrandir, in The Silmarillion, Of the Rings of Power and the Third Age, page 304
