Gandalf in the 2nd Millennium of the Third Age

[The Might]

Mmm, that quote from HoMe VIII is nice, but it does not prove that Gandalf ever went to Angmar.
Another possibility would be that Gandalf was present when Black Uruks from Mordor attacked Osgiliath in 2475 and where Boromir I resisted furiously being feared even by the Witch-king. Maybe Gandalf was there, perhaps in some guise, why not, and that is where he learned of the Witch-king, perhaps had to flee. Same would go as an explanation for why the WK also saw Gandalf as a strong foe.

What I am trying to say is - of course your ideas are plausible, but so is that written above, there are no concrete things we learn about it, all is speculation.

And yes, I agree that Gandalf's guises are a good explanation for this lack of knowledge.