The Paladins were originated mostly from Priests. The High Elves also had priests and they also have the Light as their faith way before the First War. What's to stop them from getting Paladins? Mehlar obviously was training to be a Paladin and nowhere states that he was going to be the first High Elf so he's probably High Elf Paladin #43242334342342
Also, in the statues beneath the Light's Hope Chapel,
there's a Dwarf Paladin named Krohm Dawnhammer who selflessly died in the Third War helping citizens escape. (It's implied he's the generic Mountain King in [B]King Arthas[/B)]