So, I was looking for something else when I came across a passage I'd marked in Clyde Kilby's TOLKIEN AND THE SILMARILLION. After pointing out various parallels between Tolkien's myths and the Old and New Testaments, Kilby goes on to say
In this connection I should mention a lengthy account which Tolkien asked me to read. It was in the form of a Job-like conversation on soul and body and the possible purpose of God in allowing the Fall so that He could manifest
His own sovereignty over Satan all the more,
of Christ's incarnation, the spread of His light
from one person to another, and the final
consummation at Christ's return. He said he
was not certain whether to include this in
The Silmarillion or publish it separately.
[Kilby p 61-62]
I assume Kilby is talking about The ATHRABETH here, though the description he gives doesn't seem to match up with that work very well. But we do know that Kilby read the Athrabeth and made careful notes on it. Unless there's another work that's been published somewhere in the wilderland that is HME X-XII and N.o.M.e and I just missed it.