[Eomer of the Rohirrim]

Gildor did say something about danger ahead of the Hobbits, but those were dangerous times after all and 4 small hobbits would surely know that already.
I think it may be likely that Gildor imagined Frodo and Gandalf were up to something mighty suspicious, but not all Elves are as wise as Elrond, and maybe Gildor wasn't at all sure what was going on. After all, Frodo wouldn't explain the situation in black and white.