The Battle of the Five Armies booklet has been replaced by the new There and Back Again book, which is where you can find the Palace Guard (previously in the now out of print Desolation of Smaug book).
You are right that the Legolas from the Lothlórien and Mirkwood list cannot lead figures from the Hobbit-era Thranduil's Halls list - however, the There and Back Again removed the stronger Legolas profile in favour of one that is basically the original version, but with armour automatically included (increasing his points cost by 5pts), still with optional Elven cloak and horse (and Orcrist as well).
The old Tauriel Exile would similarly not have been able to lead the Mirkwood Elves (she is both in a different list and an independent hero if I'm not mistaken), but you're in luck as the latest publication combined both profiles: she now has the Exile profile and points, but as a normal hero in the Thranduil's Halls list and with an optional bow for 5pts.
If working from the BotFA booklet, you also won't yet have heard the good news that Mirkood Elves, as befitting their sculpts, now actually have heavy armour (and became a point more expensive for it). They are also automatically equipped with an Elven blade, but trade it in when equipping a glaive or bow I think.
All of the above doesn't change your list too much, and if I'm not mistaken the following would once again get you to exactly 600pts:
Tauriel 5 Mirkwood Elves, shields 5 Mirkwood Elves, glaives
Palace Guard Captain, shield 5 shields 5 glaives
Legolas, Prince of Mirkwood, Elven cloak 10 Elf bows
(So basically, the chosen and recommended heroes - which are indeed great - and 10 of each type of warrior.)
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