Right now I'm pressed for time, and too much thinking going on sadly, but here's what I've thought of...
What are the reasons behind Eowyn's despair? I would have to say Grima. She can't do anything about her beloved Uncle's Kingdom who's slipping away, and on the verge of being over run, she probably knows who is behind it (Grima), just can't do anything about it. Eomer definately knows who is behind it, but when he tries something, he's hauled off to jail. Also, I think Tolkien leaves us with this uneasy feeling about Grima and Eowyn. In the movie it's Eomer who says these lines, but in this case Gandalf....
Quote:
"Down on your belly! How long is it since Saruman bought you? What was the promised price? When all the men were dead, you were to pick your share of the treasure, and take the woman you desire? Too long have you watched her under your eyelids and haunted her steps."
Eomer grasped his sword. "That I knew already," he muttered. "For that reason I would have slain him before, forgetting the law of the hall. But there are other reasons." He stepped forward, but Gandalf stayed him with his hand.
"Eowyn is safe now," he said.
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So we get this vibe that something's happened with Eowyn and Grima.
Which could be the reason for her despair.