Olorin, you have said:
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I don't think they were in any other battle than in Gondor simply because all 8 have to be at the Black Gate, and there isn't enough time for them to lead the other attacks;
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Why not? The Winged Nazgūls can reach a really high speed. Look at the events that are explained in the chapter 'The Palantir': Pippin looks into the Palantir, immediately Sauron sends a Nazgūl to Isengard, and Gandalf and Aragorn see the winged Nazgūl flying over them while they are still talking about Pippin. The whole episode doesn't seem to take longer than one hour.
We are not told where the Nazgūl departs from, but at least we know that he was at the right side of the river Anduin. Looking at the map, the shortest distance the Nazgūl had to cover is about 250 miles, and he does it in less than one hour! [img]smilies/eek.gif[/img]
The distance between Dol Guldur and the Black Gate is about 350 miles. In my opinion, winged Nazgul could cover this distance in less than two hours. So, some of them could have participated in the attack to Lorien, and have also arrived on time to the Morannon. [img]smilies/wink.gif[/img]