Fairies are, at least the ones I know, powerful elemental spirits. They excel in the forging of holy weapons and commune with the nature. Chime certainly is not, but she matches the description Marisa gave me of the fairies in her world.

[Which Saber found offensive until she realizes it is Chime's description.]

Perhaps all of them remain, and they are trapped in other levels. We cannot know for certain until we can lift the mist.