There is a member here, Gordis, who has not been seen about for a while. But she gave great thought to matters concerning the
Nazgûl. Perhaps such questions as these will temp her to return.
For myself, I think that so long as
Sauron possessed his
Ruling Ring, he had no concern that the Nazgûl would defy any command or wish of his. They were more powerful with their Rings: while
the Nine were in their own possession, they could use the power of their Rings. (“The
Ringwraiths are deadly enemies, but they are only shadows yet of the power and terror they would possess if the Ruling Ring was on their master’s hand again.”) During the Last Battle on the slopes of Orodruin, Sauron needed all the power he could muster in his vain attempt to overcome
Elendil and
Gil-galad. Taking the Nine Rings from his chief servants would have been foolish: no one could foresee that
Isildur would tear it from him. I think we can safely surmise that the Nazgûl wore their Rings themselves at the end of the
Second Age.
Between Sauron's defeat and his appearance in
Dol Guldur, the nine "go into
the shadows" and, according to
Faramir, "wandered homeless and masterless after his fall". But that means he does not know more because their leader became the
Witch-king of Angmar, they conquered
Minas Ithil and made Dol Guldur their own (at least for a while) in that period.
I don’t believe Faramir is necessarily an expert on details concerning the Nazgûl. Not but that Faramir is the best-educated, best-informed man in
Gondor in his generation; he is moreover shrewd, discriminating, and wise, like his father. But Sauron’s spirit fled – where? “in waste
places,” (
Silmarillion, “Of
the Rings of Power and
the Third Age”) surely in
the East or far North, as far as possible from the Eldar and Dúnedain – when his Ring was taken from him.
If
the Wise were aware that
the One Ring was not destroyed, surely the Nazgûl were also soon aware that it remained intact. They were, after all, enslaved to it, and even without Sauron’s immediate presence, sooner or later determined either together or individually that it remained intact. Any that managed to retain some sense of self or individuality in the twelve or more centuries since his enslavement to his
Ring of Power might briefly have entertained some hope of independence; but would not the more wicked and dedicated begin searching for their master, hoping to assist him in his distress? And where would they find him? In the waste places, as
Silmarillion puts it. Sauron would need to re-assemble himself, form another physical body; but along the way, bossy britches that he was, he seems also to have taken their Rings from them, perhaps because one or more of them resisted him in some way, or perhaps because he was simply a control freak who could not being himself to trust them. (Something of both, IMHO, but without published evidence for either.)
Then what? Back into the fray, and first to try to find his missing Ring. By this time, about 1000 years into the Third Age, the
Istari begin to arrive from the Uttermost West: the
Valar have already determined that Sauron has arisen again. Soon “the Wise (the Istari and the chief Eldar) discover that an
evil power has made a stronghold at Dol Guldur. It is thought to be one of the Nazgûl.” (“Tale of Years”, Appendix B, entry circa 1100) Well, they probably thought it was one of the Nazgûl because at least one of the Nazgûl was gadding about the place – more than one, in all likelihood, because Sauron himself was there: weakened, true, but not ineffectual.
From this I think we can make some shrewd guesses of our own. It took the Valar some time to determine that Sauron was about, and to plan and execute their embassy of Istari. Perhaps a century? They began to arrive about 1000 years into the Third Age, and quickly focused the attention of the Eldar on Dol Guldur. So the conclave of the Valar mentioned in the essay “The Istari” took place, say, around Third Age 900, perhaps? Maybe as late as 980? And Sauron had regathered enough power to attract their attention and their – what word shall we use?
concern?
alarm? – before then. So Sauron must have been up and about, strong enough to guide his Ringwraiths into preparing Dol Guldur by Third Age 900 or even a century (or even two?) before that.
And where were the Ringwraiths? Helping their master – I think that is the clear conclusion. They had been helping him for some time, too, I believe. After the Downfall of
Númenor, it was 110 years before Sauron with his Ring in his possession took shape again, regathered his forces, and attacked Gondor. Without his Ring after his discomfiture by Elendil, Gil-galad,
Círdan,
Elrond, and especially Isildur, it took him longer to manifest himself: He was wounded from the loss of his inherent, native strength: his first body was destroyed in the ruin of Númenor, his second when Isildur too his Ring.
The Ring maintained much of what would otherwise have been scattered and lost of his native power: but now Sauron no longer possessed the Ring as before.
It may even be that Sauron needed possession of the Nine Rings to assist him in his recovery. But in any event, he took them from the Ringwraiths and held them himself.