Baseball is a high elbow sport.
One of the best books I have read is "Everything You Need to Know About Pitching" by Louisville Slugger. My sons Chiropractor has a small part of a chapter in "The Pitchers Edge" by Tom House & Nolan Ryan. He advocates keeping the elbows high but there is more to it than that. My son was getting some shoulder tension because he was dropping his front elbow during long toss.
One thing you can do is pwt a broom stick across the top of your shoulders and alighn both elbows with the broom stick with your hands straight up in the air like goal posts. Keep them up and go through your pitching motion. This will be awkward but it will give you an idea of how you should keep the elbows up.