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.