I had thought that everything should be written as cleanly and naturally seeming as possible, give or take roughly written or choppy passages where that is the nature of what there is---The emphasis on assemblage of JRRT's direct text with only obvious edits and innocuous bridges.
I might see the very rare footnote to provide additional information in the form context, asides and tangents based on JRRT's own words as much as possible, but where insertion into the main flow of the story did not work, but NOT comments.
The only appendices I might see would be follow-up stories and side tales (e.g., "The Faithful Stone") to some of the larger stories. (The LoTR appendices with some of the great stuff in HoME XII would be interspearsed as a telling of the Third Age).
What I think you have in mind is really a companion piece, possibly an Appendix to the whole thing, unto itself, that refers back to the Project text and points out issues of doubt, problems resolved, justifications, alternative positions, or contraditions in the canon that could not be satifactorily addressed, and were largely exorcised.
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The hoes unrecked in the fields were flung, __ and fallen ladders in the long grass lay __ of the lush orchards; every tree there turned __ its tangled head and eyed them secretly, __ and the ears listened of the nodding grasses; __ though noontide glowed on land and leaf, __ their limbs were chilled.
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