Legate, you might be amused by this:
mad Led Zep & Tolkien page.
In addition to Ringwraiths, Plant wrote about The Dark Lord, so that might be another, but the guy on this page says there is 'no Avalon' in Tolkien but there
is Avallone (how much Tolkien has he read, eh?). You're correct, Plant and Page deny they wrote any of their songs 'about' Tolkien, and if you look at them they're actually a big jumbled mess of all kinds of things. Plant was indeed a big Tolkien fan, but those were erm....'heady' times for Led Zep and I strongly suspect they were not always fully 'sober' when writing lyrics.
But the atmosphere of the song is most conducive to thoughts of Tolkien's work at least...