I’ve always kind of thought of the Fay/Nymphs/Sprites of Tolkien’s early writings as a third, lesser class of Ainur below the Maiar, which I call Hólar. This is of course complete fanon.

Below is a table classifying the various types of Hólar by their aspect and associated Valar. Most of the classifications and names are of my own devising, and those are coloured grey (the "transliterations" are all what a human from Earth might call them).

I have further postulated that beings like the Ents, the Eagles, the Oarni, and the hounds and horses of Valinor are in fact Hólar (and Maiar, in the case of their chiefs) that had taken/been given physical forms. This is, again, complete fanon.