I think the way in which
Gandalf's return is presented is a defect, and one other critic, as much under the spell as yourself, curiously used the same expression: 'cheating'. That is partly due to the ever-present compulsions of narrative technique. He must return at that point, and such explanations of his survival as are explicitly set out must be given there - but the narrative is urgent, and must not be held up for elaborate discussions involving the whole 'mythological' setting. It is a little impeded even so, though I have severely cut G's account of himself. I might perhaps have made more clear the later remarks in Vol. II (and Vol. III) which refer to or are made by Gandalf, but I have purposely kept all allusions to the highest matters down to mere hints, perceptible only by the most attentive, or kept them under unexplained symbolic forms
I might say much more, but it would only be in (perhaps tedious) elucidation of the 'mythological' ideas in my mind; it would not, I fear, get rid of the fact that the return of G. is as presented in this book a 'defect', and one I was aware of, and probably did not work hard enough to mend