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Originally Posted by Gordis
The idea of a bit naive Sauron doesn't appeal to me at all. If he appears "naive", than there must be something we are not aware of, IMO, something we have overlooked. And I like WCH's explanation a lot: that it was a forced unforeseen cooperation, not a pre-arranged one, otherwise Sauron would have seen to it to "lie more" than Saruman. 
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Yes, but we are in fact witnesses to moments when Saruman "lied more": merely the fact that the Hobbits were eventually taken to Isengard is one of these proofs. Saruman just managed to do that several times (and why not, he was really good in that). And Sauron was not maybe naive in all senses of the word, but he was known for miscalculating his enemies' intentions.
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Indeed the nazgul have shown little initiative all through the "Hunt". For instance, Sauron sent them to search the Vales of Anduin, and so they did exactly as told, despite the fact that Khamul assured the WK that it would be pointless, and the WK believed him, but still they didn't turn back.
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Yep, but do not forget that they would never disobey Sauron. And if he said "search the Vales", so they did, even if they knew there is nothing to find.
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Yet the nazgul who got his steed killed by Legolas was flying over the West bank of Anduin, breaking the order in letter if not in spirit. And I have got a (perhaps erroneous?) impression that it was the nazgul who had ferried the orcs over the river on his Fell Beast and was supposed to ferry the survivors back:
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I don't think he was flying over the western bank. It says that it was coming from the south (thus, unspecified riverbank) and fell down on the eastern one. Indeed, it was supposed to ferry the Orcs - or rather, the captives - but these were really special circumstances (the Ring was in play here, and how to get it fast to safety!), and the Nazgul most likely just landed on the western riverbank, unloaded its cargo and flew back - and all that at night. They would not dare to go further, or even dwell on the western side for long. (Not thinking about the fact that poor Nazgul pilot must have been pretty sick from flying over the water anyway.)