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Saucepan, I think it was mentioned in UT.
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In
The Hunt for the Ring, the following reference is given:
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Now at the time the Chieftain of the Ringwraiths dwelt in Minas Morgul with six companions, while the second to the Chief, Khamul the Shadow of the East, abode in Dol Guldor as Sauron's lieutenant, with one other as his messenger.
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So, Lhunardawen, I agree that Khamul, while seemingly second in chain of command to the Witch King, was probably otherwise occupied in the attacks on Lothlorien during the battle of Pelennor. Which makes it quite likely, in my mind, that command at the Battle of Pelennor Fields was handed to another Nazgul when the Witch-King met his doom there. If so, it follows that Gothmog was a Nazgul.
The reference that I asked Tar-Alacarin for was a definitive statement by Tolkien that Khamul was the only Nazgul named, which would preclude Gothmog from being a Nazgul. As far as I am aware, Tolkien made no such statement.