Hroa and fea refer to what can be called roughly (not precisely) 'body' and 'soul' in rational Incarnates. These terms do not apply to Ainur and the like, who are ealar 'spirits', who can if they choose a put on a visible form, a fana. The major exception to this is the Istari or Wizards, who were ealar physically incarnarte in hroar, with the express consent of Manwe (if not Eru Himself).
How 'physical' a fana was is rather fuzzy. Apparently certain acts, such as childbirth, would render a fana 'permanent;' this was especially the case if the Spirit in question attempted to master physical matter in that form: hence the inability over time of Morgoth and Sauron to alter their appearance- and indeed, the 'death' of Morgoth when his fana was destroyed by Mandos.
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The entire plot of The Lord of the Rings could be said to turn on what Sauron didn’t know, and when he didn’t know it.
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