I know that the books say the Nords killed them off, but is there any more detailed lore books besides the Snow Prince?

Not entirely. But the Pocket Guide to the Empire mentions their appearance to be similar to most other mer.

I've heard three theories, two by Nords, one by other elves (well, a single other elf who wanted to make himself sound cool):

1: They are the reiklings that inhabit the darker places of Solstheim. This is a Nordic theory, and in Skaal culture the words are used interchangeably (see Song of Aevar Stone-Singer).

2: They were wiped out in a genocidal war by the Nords in ancient times and are gone without a trace, although the battle was so glorious and their warriors so fierce they are remembered as a sort of bogeyman for Nord children and as the epitome of a worthy non-Nordic opponent by advlts.

3: Elven idea: They simply ceased to be by breeding into other elven races until there was no visible distinction between them and other races of elves, and as humans and other elves spread their culture was assimilated until it, too, vanished. This was only spoken by one elf of questionable character, however it's not an unreasonable theory.

In all likelihood, though, it is some combination of the three. Some were wiped out in a war, some fled to other lands and were assimilated into other elven cultures, and some stayed behind, in their desperation becoming little more than their distant Altmer cousin's goblin slaves.