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"it was moving fast then, and not with the wind."
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I can't recall the passage exactly, but couldn't that have been a reference to the ever-present eagle? Surely if it had been a Nazgūl there would have been some awful reaction to its presence, even that high. It's not only the Ringbearers that feel their presence.
That Mouth of Sauron one is a shocker! Of course, he was never the greatest messenger. If you were really desperate to defend the continuity of the books, you could just say that he forgot, and was always getting in trouble for it. Or maybe that he presumed he was above this rule, except when the big boss was around. I'm sure there's a lot of those types in everyday life!