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What were they doing in the year between the first arrival of the black rider a the lonely mountain and when they finally sent Gloin to Rivendell? Why didn't they try to warn Bilbo sooner?
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Waiting for the other messages I suppose. They might have hoped to learn something.
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They didn't even know that King Brand in Dale had been visited by a nazgul for a while, so apparently weren't even talking to their neighbours.
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The way it is phrased is subject to interpretation. It might have been a long time it might not. And King Brand might not have been eager to reveal the messages.
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Why would Gimli have had any hope of finding Balin in Moria, when they hadn't heard from them in years? Balin died 5 years after going, about 25 years before the council, and obviously they hadn't heard from them since his death, or they would know. 25 years of silence isn't very encouraging...
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Hope dies hard.
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Why wouldn't Gandalf have explained to Dain or at least Thorin about Thror's ring? The Dwarves still think it might be in Moria, and didn't even know Thrain had it. Apparently, the rings were secretly passed on from father-to-heir, and Thorin never got it. Thrain went wandering and disappeared with it, and Gandalf found him in Dol Goldur, but never revealed that he had lost the ring then, apparently.
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Gandalf probably felt that the ring was beside the point. The dwarves could not get it back, and he probably did not have much contact with Dain after the events of
The Hobbit. The matter probably did not come up in conversation.
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How do you think the third visit of the nazgul went? I can just picture good ol' Dain on the battlements giving that nasty old black rider the dwarven equivalent of "go tell your master he can kiss my..."
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I seriously doubt that Dain was quite that brusque about it.