The book just says that 'an embassy' or 'emissaries' came from Morgoth in the hour of Fëanor's death, but it doesn't say who the emissary was. I assume it wouldn't be an orc or a Balrog, though. 'King of the World' was the title Morgoth took when he made the Iron Crown with the Silmarils in it.
Part 272: Bereavement
Next time: Part 273: It's a trap
Chibis by the now-dead website formerly known as tektek.org