1) Morsul and Eomer have said pretty much all I was about to say, but I'd like to underline the fact that the hobbits really didn't make a fuss of their doings.
When diving on a highway one passes many towns and parishes but if one isn't already familiar with those places, he or she seldom pays attention to the names of the places ergo one doesn't remember them afterwards. But if some sort of celebrity comes from the certain place you drive by, you might remember the place's name later. This may be a bad example but I think you get what I'm trying to say
2) Sauron probably knew that Galadriel, Elrond and Cirdan would stick around quite long and since they were the only elves he should really worry about, he maybe woudn't be so interested in,
who were leaving and by witch road.
3) Well, I don't know very much about the map culture of M-E, but was the Shire even on the maps the nazgul owned? Like the maps of the hobbits were white outside the borders of the Shire, would the map makers had marked such a small splotch on their map, I wonder.