I suppose it depends what we understand by 'becoming a wraith'. I can't help but recall the Witch King's threat to Eowyn:
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Come not between the Nazgul and his prey!Or he will not slay thee in thy turn.He will bear thee away to the houses of lamentation, beyond all darkness, where thy flesh shall be devoured, and thy shrivelled mind be left naked to the Lidless Eye.
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or Gorbag's words to Shagrat:
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Those Nazgul give me the creeps. And they skin the body off you as soon as look at you, & leave you all cold in the dark on the other side.
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It makes me wonder about Gandalf being able to see a 'hint of transparency' about Frodo, & also about Frodo's words to Sam in Gorgoroth:
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" I am naked in the dark, Sam, and there is no veil between me and the wheel of fire. I begin to see it with my waking eyes, and all else fails."
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