Nope don't think he did - remeber Legolas only got the 'sea-longing' when he saw the sea. Thranduil and the wood-elves were a secluded bunch, moreso in the fourth age, s Thranduil ruled (methinks) over a dwindling woodland realm until at last he perished or faded away to spirit. He must have had a wife (to have a son) and poss other kids , so plenty happiness and elf dancing there to keep him going..