It is very likely that at least two of the Nazgűl led the attack to Lorien (one of them being Khamul):
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Now at that time the Chieftain of the Ringwraiths dwelt in Minas Morgul with six companions, while the second to the Chief, Khaműl the Shadow of the East,abode in Dol Guldur as Sauron's lieutenant, with one other as his messenger
The Hunt for the Ring; Unfinished Tales
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Quote:
Three times Lórien had been assailed from Dol Guldur, but besides the valour of the elven people of the land, the power that dwelt there was too great for any to overcome, unless Sauron had come there himself.
Appendix B
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But it is said that not until that hour had such cold thoughts ruled Finrod; for indeed she whom he had loved was Amarië of the Vanyar, and she went not with him into exile.
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