We know the lands of Quel'Thalas were attacked. But that was never in the franchise. We had no such missions or anything. It's just back story.
I don't remember reading about a siege unless that's been added in the Chronicles? Some Horde players have argued in this thread that the elves were basically not involved at all, which I found silly. Please enlighten me.
Many did leave in WCII, and the lore was clear that most of the elves wanted nothing to do with it. These that fought alongside the humans (and elves that had already left) are the High Elves.
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The high elves didn't fall out of the sky. They left and got involved in the human wars. The Silvermoon Blood Elves are the ones who stayed home. That's why they were there when their people were killed. The lore was clear that the Silvermoon Blood Elves were isolationist (which means they were cut off from others).