Personally, I am convinced that Tauriel would sail the ship to the undying lands after the whole ordeal with Kili's death. Why? Well, think about it: she has no family, she doesn't seem to have any friends (especially now that Legolas is gone), she has been banished, she went through a brutal fight with Bolg, and most of all: she lost the love of her life. I sincerely hope that in the extended version of Battle of the Five Armies, it is at least HINTED what Tauriel's fate is going to be.

By the way, no I do not know where the dwarves go when they die because Tolkien doesn't really explain their exact fates in his books, but I guess you could say that it is my head-canon, and it just makes sense. And I have read many fanfics where the writers use this idea as well. Hell, it gives me hope that Kili and Tauriel WILL be together once again

Hope you enjoy!