Your first question had me stumped; I couldn't remember Ancalimë at all. I looked her up and she is, apparently, an unhappily married Ruling Queen of Numenor who probably was more interested in her traumatic private life than getting involved with rebel Maiar...
As for the Nazgul-things, I've always gone for the view that they were somewhat similar to the pterodactyl. I believe this is supported in the Letters. But what a marvellous description they have..."creatures of an older world"...
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Among the friendly dead, being bad at games did not seem to matter
-Il Lupo Fenriso
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