[ Vague surprise, as he was not... expecting to hear from Kaldur again but... Maglor knows the pain of kin sundured on opposite sides. However there's the part about how Celegorm does not... actually want to tell people he's alive, so he has to be careful about his answer ]

I saw and heard nothing, and if there was a Black Dog present before, none of those who were with my brother have spoken of such to me. In fairness, the world might have fallen around me and like as not I would not have cared. [ Could not, as he had been heartless, but Will guarded him well and would have said something ]

But none have said to me that they saw anything like what you are describing. [ Celegorm included ]