[The Might]

I doubt that Legate...
I actually believe Gandalf wanted Shadowfax to come and collect the horses needed for the journey.
Take a loot at these quotes from LotR:

'It is a long way from Rivendell, my friend,' he said; 'but you are wise and swift and come at need. Far let us ride now together, and part not in this world again!'

'Whether they fled at first in fear, or not, our horses met Shadowfax, their chieftain, and greeted him with joy. Did you know that he was at hand, Gandalf?'
'Yes, I knew,' said the wizard. 'I bent my thought upon him, bidding him to make haste; for yesterday he was far away in the south of this land. Swiftly may he bear me back again!'

So it seems that Gandalf did use his mind powers, as seen in Ósanwe-kenta to ask Shadowfax to ride to the edge of Fangorn.
And it seems that even Aragorn was uncertain whether the horses "fled at first in fear". I actually believe that whilst the three were distracted with this vision Shadowfax came by and took the horses with him. I mean, who wouldn't leave if your king rode around?!


Also, take a look here:

Remember the words of Éomer: he walks about like an old man hooded and cloaked. Those were the words. He has gone off with our horses, or scared them away, and here we are. There is more trouble coming to us, mark my words!' 'I mark them,' said Aragorn. 'But I marked also that this old man had a hat not a hood. Still I do not doubt that you guess right, and that we are in peril here, by night or day.

'I see, I see now!' hissed Gimli. 'Look, Aragorn! Did I not warn you? There is the old man. All in dirty grey rags: that is why I could not see him at first.'

They could not see his face: he was hooded, and above the hood he wore a wide-brimmed hat, so that all his features were over-shadowed, except for the end of his nose and his grey beard.

It seems that Gandalf looked just like the men seen the night before, although he was now hooded - something that may have not been noticed by Aragorn.

So yeah, I hope all that makes sense, enough argumentating for today and all in all I stick to the idea that it was a vision sent by Galadriel.