So i am stuck at the part where there are all the Elites in the warehouse near the end I think. I am playing on legendary and I cannot kill them!! Help please!

do what i did and just run through them with your shotgun, to make it to the cannon, you dont need to kill them all just make it to the cutscene trigger and they will all disappear. 
 
when running, equip the shotgun and any that get in your way just shoot them once and run past them
 
worked for me, got stuck on this aswell,

" you dont need to kill them all just make it to the cutscene trigger and they will all disappear. "

First take out the one with the plasma rifles downstairs with a plasmapistol overcharge+DMR combo. Then i went under the stairs and lured one of them downstairs and killed him of too with the same tactic. Then i took the plasma sword from him and hang out for awhile to get a checkpoint and bumrushed the one with the Fuelrod and killed him with the sword. Hope this helps. Just keep trying and don't give up you will make it eventually.

This was the only time in the game on legendary that i resorted to using the noob combo (mostly because i just could not be bothered anymore). For some reason the zealots dont really dodge plasma pistol shots, so grab one, charge it up and whip out the dmr for the quick kill.

This was one part of the campaign that was decidedly not fun. I played through on Heroic and I turtled for as long as I could stand it, slowly picking enemies off one by one. When they got thin enough for me to make a run for the next checkpoint, I'd just run and pray. Eventually I got through.