Does anyone know where can I find the references to the Dagor Dagorath, the last battle at the end of the world in Tolkien's legendarium? I remember something in the Book of Lost Tales, at the end of the Tale of Turambar. But where are the other sources, like the Second Prophecy of Mandos? Also, why it wasn't included in the published Silmarillion? Is it because it disappeared from the last rewritings of the book, or because C.Tolkien removed it?
The Dagor Dagorath/Second Prophecy material can primarily be found in HoME 4 and 5 and formed the end of QS, after the War of Wrath and casting out of Morgoth. This part of QS was never revisited (much) during the post LotR revisions and expansion, and the material was removed from the published Silmarillion because the text of the last version of the Valaquenta contradicted it. As this text was the later work, it was given priority. This is discussed in HoME 10.
Here ends the Valaquenta. If it has passed from the high and beautiful to darkness and ruin, that was of old the fate of Arda Marred; and if any change shall come and the Marring be amended, Manwe and Varda may know; but they have not revealed it, and it is not declared in the dooms of Mandos.
(My emphasis.) (This text will be familiar - it was recycled for the end of QS in the published Silmarillion.)
CT's reading is that the "not declared in the dooms of Mandos" element means that the Second Prophecy had definitively disappeared from the mythology.